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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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https://hal.archives-ouvertes.fr/hal-00618021
Contributor : Piotr Graczyk Connect in order to contact the contributor
Submitted on : Wednesday, August 31, 2011 - 1:55:51 PM
Last modification on : Wednesday, October 20, 2021 - 3:18:43 AM
Long-term archiving on: : Thursday, December 1, 2011 - 2:26:15 AM

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  • HAL Id : hal-00618021, version 1

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

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