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.
Domains
Probability [math.PR]
Origin : Files produced by the author(s)
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