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Preprints, Working Papers, ... Year : 2011

Multidimensional Yamada-Watanabe theorem and its applications

Abstract

Multidimensional and matrix versions of the Yamada-Watanabe theorem are proved. They are applied to particle systems of squared Bessel processes and to matrix analogues of squared Bessel processes: Wishart and Jacobi matrix processes.
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Dates and versions

hal-00618021 , version 1 (31-08-2011)

Identifiers

  • HAL Id : hal-00618021 , version 1

Cite

Piotr Graczyk, Jacek Malecki. Multidimensional Yamada-Watanabe theorem and its applications. 2011. ⟨hal-00618021⟩
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