On Copula-Itô processes
DOI10.1515/demo-2019-0017zbMath1439.62132OpenAlexW2985020565MaRDI QIDQ2178947
Publication date: 12 May 2020
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/demo-2019-0017
parabolic partial differential equationscopulasstochastic differential equationssemigroups of transformationscopula processes
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Semigroups of nonlinear operators (47H20) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Groups and semigroups of nonlinear operators (58D07)
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Cites Work
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