Stochastic differential equations for eigenvalues and eigenvectors of a G-Wishart process with drift

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Bibliographic Details
Date:2019
Main Authors: S. Meradji, H. Boutabia, S. Stihi
Format: Article
Language:English
Published: 2019
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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Library portal of National Academy of Sciences of Ukraine | LibNAS