کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4599195 1631118 2015 34 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Exotic one-parameter semigroups of endomorphisms of a symmetric cone
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات اعداد جبر و تئوری
پیش نمایش صفحه اول مقاله
Exotic one-parameter semigroups of endomorphisms of a symmetric cone
چکیده انگلیسی

We construct an exotic one-parameter semigroup of endomorphisms of a symmetric cone C, whose generator is not the sum of a Lie group generator and an endomorphism of C. The question is motivated by the theory of affine processes on symmetric cones, which plays an important role in mathematical finance. On the other hand, theoretical question that we solve in this paper seems to have been implicitly open even much longer then this motivation suggests.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Linear Algebra and its Applications - Volume 477, 15 July 2015, Pages 42–75
نویسندگان
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