Wishart processes
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Publication:1181413
DOI10.1007/BF01259552zbMath0737.60067MaRDI QIDQ1181413
Publication date: 27 June 1992
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01259552
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J60: Diffusion processes
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