Pages that link to "Item:Q2157326"
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The following pages link to Affine pure-jump processes on positive Hilbert-Schmidt operators (Q2157326):
Displaying 10 items.
- Affine processes on positive semidefinite \(d \times d\) matrices have jumps of finite variation in dimension \(d > 1\) (Q449230) (← links)
- Completely positive operators and processes of Ornstein-Uhlenbeck type (Q1097583) (← links)
- CVaR-based optimization of environmental flow via the Markov lift of a mixed moving average process (Q6088563) (← links)
- Multivariate continuous-time autoregressive moving-average processes on cones (Q6115253) (← links)
- A feasible central limit theorem for realised covariation of SPDEs in the context of functional data (Q6590456) (← links)
- Measure-valued affine and polynomial diffusions (Q6596205) (← links)
- A Barndorff-Nielsen and Shephard model with leverage in Hilbert space for commodity forward markets (Q6619588) (← links)
- Stationary covariance regime for affine stochastic covariance models in Hilbert spaces (Q6619589) (← links)
- Robustness of Hilbert space-valued stochastic volatility models (Q6619590) (← links)
- Infinite-dimensional Wishart processes (Q6620091) (← links)