On the definition, stationary distribution and second order structure of positive semidefinite Ornstein-Uhlenbeck type processes (Q605021)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the definition, stationary distribution and second order structure of positive semidefinite Ornstein-Uhlenbeck type processes |
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On the definition, stationary distribution and second order structure of positive semidefinite Ornstein-Uhlenbeck type processes (English)
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12 November 2010
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completely positive matrix
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matrix subordinator
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normal mixture
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operator self-decomposable distributions
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positive semidefinite Ornstein-Uhlenbeck type process
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quadratic variation
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second order structure
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stationary distribution
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