Article ID Journal Published Year Pages File Type
4599195 Linear Algebra and its Applications 2015 34 Pages PDF
Abstract

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.

Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory
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