Multidimensional Yamada-Watanabe theorem and its applications to particle systems
Probability
2012-11-15 v4
Abstract
A multidimensional version of the Yamada-Watanabe theorem is proved. It implies a spectral matrix Yamada-Watanabe theorem. It is also applied to particle systems of squared Bessel processes, corresponding to matrix analogues of squared Bessel processes: Wishart and Jacobi matrix processes. The beta-versions of these particle systems are also considered.
Cite
@article{arxiv.1108.1459,
title = {Multidimensional Yamada-Watanabe theorem and its applications to particle systems},
author = {Piotr Graczyk and Jacek Malecki},
journal= {arXiv preprint arXiv:1108.1459},
year = {2012}
}
Comments
16 pages