The Moments of Wishart Processes via Itô Calculus (Q5439993): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 03:21, 9 February 2024
scientific article; zbMATH DE number 5231420
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Moments of Wishart Processes via Itô Calculus |
scientific article; zbMATH DE number 5231420 |
Statements
The Moments of Wishart Processes via Itô Calculus (English)
0 references
30 January 2008
0 references
Wishart law
0 references
Wishart matrix
0 references
Wishart process
0 references
moments
0 references
