Stochastic Integral and Covariation Representations for Rectangular Lévy Process Ensembles
DOI10.1007/978-3-319-13984-5_6zbMath1498.60170OpenAlexW2336641106MaRDI QIDQ5038264
J. Armando Domínguez-Molina, Alfonso Rocha-Arteaga
Publication date: 30 September 2022
Published in: XI Symposium on Probability and Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-13984-5_6
random matricesinfinitely divisible distributionLévy measuresBercovici-Pata bijectioncomplex matrix Lévy processescomplex matrix semimartingalesfree infinitely divisible distributionOrnstein-Uhlenbeck rectangular type processesrectangular random matrix model
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Stochastic integrals (60H05)
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