Stochastic differential equations for eigenvalues and eigenvectors of a G-Wishart process with drift
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Date: | 2019 |
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Main Authors: | S. Meradji, H. Boutabia, S. Stihi |
Format: | Article |
Language: | English |
Published: |
2019
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Series: | Ukrainian Mathematical Journal |
Online Access: | http://jnas.nbuv.gov.ua/article/UJRN-0000984390 |
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Journal Title: | Library portal of National Academy of Sciences of Ukraine | LibNAS |
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