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Cuchiero, Christa Polynomial processes in stochastic portfolio theory. (English) Zbl 1426.91243 Stochastic Processes Appl. 129, No. 5, 1829-1872 (2019). MSC: 91G10 60H30 PDF BibTeX XML Cite \textit{C. Cuchiero}, Stochastic Processes Appl. 129, No. 5, 1829--1872 (2019; Zbl 1426.91243) Full Text: DOI arXiv
Cuchiero, Christa; Larsson, Martin; Svaluto-Ferro, Sara Polynomial jump-diffusions on the unit simplex. (English) Zbl 1402.60105 Ann. Appl. Probab. 28, No. 4, 2451-2500 (2018). MSC: 60J75 60J25 60H30 PDF BibTeX XML Cite \textit{C. Cuchiero} et al., Ann. Appl. Probab. 28, No. 4, 2451--2500 (2018; Zbl 1402.60105) Full Text: DOI Euclid arXiv
Larsson, Martin; Pulido, Sergio Polynomial diffusions on compact quadric sets. (English) Zbl 1355.60107 Stochastic Processes Appl. 127, No. 3, 901-926 (2017). MSC: 60J60 60H10 11E25 PDF BibTeX XML Cite \textit{M. Larsson} and \textit{S. Pulido}, Stochastic Processes Appl. 127, No. 3, 901--926 (2017; Zbl 1355.60107) Full Text: DOI arXiv