Wishart processes (Q1181413): Difference between revisions
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Revision as of 00:36, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Wishart processes |
scientific article |
Statements
Wishart processes (English)
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27 June 1992
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Bessel processes
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matrix quadratic functionals
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Cameron Martin formula
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