Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Affine processes on positive semidefinite d x d matrices have jumps of
  finite variation in dimension d > 1   The theory of affine processes on the space of positive semidefinite d x d
matrices has been established in a joint work with Cuchiero, Filipovi\'c and
Teichmann (2011). We confirm the conjecture stated therein that in dimension d
greater than 1 this process class does not exhibit jumps of infinite total
variation. This constitutes a geometric phenomenon which is in contrast to the
situation on the positive real line (Kawazu and Watanabe, 1974). As an
application we prove that the exponentially affine property of the Laplace
transform carries over to the Fourier-Laplace transform if the diffusion
coefficient is zero or invertible.

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The categories of this paper are: physics
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The categories of this paper are: chao-dyn
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The categories of this paper are: mtrl-th
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The categories of this paper are: econ
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The categories of this paper are: dg-ga
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The categories of this paper are: math-ph
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The categories of this paper are: quant-ph
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The categories of this paper are: hep-th
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The categories of this paper are: plasm-ph
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The categories of this paper are: hep-lat
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The categories of this paper are: bayes-an
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The categories of this paper are: supr-con
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The categories of this paper are: eess
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The categories of this paper are: cmp-lg
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The categories of this paper are: cond-mat
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The categories of this paper are: acc-phys