p ? 1}, then ? = k, and if k = p ,
Wishart processes, Journal of Theoretical Probability, vol.20, issue.4, pp.725-751, 1991. ,
DOI : 10.1007/BF01259552
Affine processes on positive semidefinite matrices, The Annals of Applied Probability, vol.21, issue.2, pp.397-463, 2011. ,
DOI : 10.1214/10-AAP710
Polynomial processes and their applications to mathematical finance, Finance and Stochastics, vol.1, issue.4, pp.711-740, 2012. ,
DOI : 10.1007/s00780-012-0188-x
Path Properties and Regularity of Affine Processes on General State Spaces, pp.201-244, 2013. ,
DOI : 10.1007/978-3-319-00321-4_8
Analysis on symmetric cones, Oxford Mathematical Monographs . Oxford Science Publications, 1994. ,
Invariant generalized functions in homogeneous domains, Functional Analysis and Its Applications, vol.211, issue.6, pp.50-52, 1975. ,
DOI : 10.1007/BF01078179
Multidimensional Yamada-Watanabe theorem and its applications to particle systems, Journal of Mathematical Physics, vol.54, issue.2, pp.21503-021503, 2013. ,
DOI : 10.1063/1.4790507
Strong solutions of non-colliding particle systems, Electronic Journal of Probability, vol.19, issue.0, pp.1-21, 2014. ,
DOI : 10.1214/EJP.v19-3842
URL : https://hal.archives-ouvertes.fr/hal-01023820
Markov processes: characterization and convergence, 2009. ,
DOI : 10.1002/9780470316658
The noncentral Wishart as an exponential family, and its moments, Journal of Multivariate Analysis, vol.99, issue.7, pp.1393-1417, 2008. ,
DOI : 10.1016/j.jmva.2008.04.006
URL : https://hal.archives-ouvertes.fr/hal-00635425
Existence and non-existence of the non-central Wishart distributions, Preprint, 2011. ,
Stochastic Analysis Methods in Wishart Theory II. Modern Methods of Multivariate Statistics, Travaux en Cours 82, 2014. ,
On the existence of non-central Wishart distributions, Journal of Multivariate Analysis, vol.114, pp.448-456, 2013. ,
DOI : 10.1016/j.jmva.2012.07.010
Proof of a Conjecture of M. L. Eaton on the Characteristic Function of the Wishart Distribution, The Annals of Probability, vol.19, issue.2, pp.868-874, 1991. ,
DOI : 10.1214/aop/1176990455
Real and complex analysis (3rd), 1986. ,