Exotic one-parameter semigroups of endomorphisms of a symmetric cone
classification
🧮 math.RA
math.DSmath.FA
keywords
symmetricconeexoticgeneratorone-parameterquestionaffinebeen
read the original abstract
We construct an exotic one-parameter semigroup of endomorphims 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.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.