Matrix-valued Bessel processes

DOI10.1214/EJP.v20-3785zbMath1335.60147arXiv1212.4986OpenAlexW1953272217MaRDI QIDQ2515927

Martin Larsson

Publication date: 7 August 2015

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1212.4986

zbMATH Keywords

Muckenhoupt weightWishart processesreflecting boundary conditionmatrix-valued Bessel processespositive determinant matrix

Mathematics Subject Classification ID

Dirichlet forms (31C25) Diffusion processes (60J60) Probabilistic potential theory (60J45) Transition functions, generators and resolvents (60J35)

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