On strong solutions for positive definite jump diffusions (Q554460)
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scientific article
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| English | On strong solutions for positive definite jump diffusions |
scientific article |
Statements
On strong solutions for positive definite jump diffusions (English)
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4 August 2011
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affine diffusions
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jump diffusion processes on positive definite matrices
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local martingales on stochastic intervals
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matrix subordinators
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stochastic differential equations on open sets
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strong solutions
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Wishart processes
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0.9457861
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0.9409976
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0.94063175
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0.9236281
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0.9203894
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0.91198134
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0.9051642
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