Infinite-dimensional Wishart processes
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Publication:6620091
DOI10.1214/24-ejp1173zbMath1548.60103MaRDI QIDQ6620091
Christa Cuchiero, Asma Khedher, Sonja Cox
Publication date: 16 October 2024
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Feller processWishart processtrace class operatorsaffine processinfinite-dimensional covariance model
Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of functional analysis in probability theory and statistics (46N30)
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