Multidimensional Yamada-Watanabe theorem and its applications

Details Multidimensional Yamada-Watanabe theorem and its applications Multidimensional Yamada-Watanabe theorem and its applications

2011-08-06

arxiv.org/abs/1108.1459v3

Mathematics

Probability

14 pages

Scientific paper

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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