Stochastic Integral and Covariation Representations for Rectangular Lévy Process Ensembles (Q5038264)
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scientific article; zbMATH DE number 7594930
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Integral and Covariation Representations for Rectangular Lévy Process Ensembles |
scientific article; zbMATH DE number 7594930 |
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Stochastic Integral and Covariation Representations for Rectangular Lévy Process Ensembles (English)
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30 September 2022
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random matrices
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rectangular random matrix model
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complex matrix semimartingales
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complex matrix Lévy processes
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Lévy measures
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Ornstein-Uhlenbeck rectangular type processes
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infinitely divisible distribution
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free infinitely divisible distribution
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Bercovici-Pata bijection
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