Search Results for author: Asma Khedher

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Affine pure-jump processes on positive Hilbert-Schmidt operators

no code implementations18 Dec 2020 Sonja Cox, Sven Karbach, Asma Khedher

The class of processes we consider is an infinite dimensional analogue of the affine processes in the space of positive semi-definite and symmetric matrices studied in Cuchiero et al. [Ann.

Probability 60-XX, 60J25, 60J76

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