Affine and Polynomial Processess

General theory of affine and polynomial processes

Classe di Scienze Matematiche e Naturali
Venerdì, 23 Giugno 2017
Ore 9:00
Aula Mancini
Josef Teichmann (ETH Zurich); Christa Cuchiero, (University of Vienna)

Foundational issues are discussed in detail and admissibility conditions proved in the canonical state space setting.