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hal-00618021, version 1

Multidimensional Yamada-Watanabe theorem and its applications

Piotr Graczyk () 1, Jacek Malecki 1, 2

(2011)

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.

  • 1:  Laboratoire Angevin de REcherche en MAthématiques (LAREMA)
  • CNRS : UMR6093 – Université d'Angers
  • 2:  Institute of Mathematics and Computer Science [Wroclaw] (IMCS)
  • Wrocław University of Technology
  • Domain : Mathematics/Probability
 
  • hal-00618021, version 1
  • http://hal.archives-ouvertes.fr/hal-00618021
  • oai:hal.archives-ouvertes.fr:hal-00618021
  • From: Piotr Graczyk <>
  • Submitted on: Wednesday, 31 August 2011 13:55:51
  • Updated on: Wednesday, 31 August 2011 14:58:46