Wishart processes (Q1181413): Difference between revisions
From MaRDI portal
Revision as of 14:23, 15 May 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Wishart processes |
scientific article |
Statements
Wishart processes (English)
0 references
27 June 1992
0 references
Bessel processes
0 references
matrix quadratic functionals
0 references
Cameron Martin formula
0 references