The Moments of Wishart Processes via Itô Calculus (Q5439993)

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scientific article; zbMATH DE number 5231420
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English
The Moments of Wishart Processes via Itô Calculus
scientific article; zbMATH DE number 5231420

    Statements

    title
    The Moments of Wishart Processes via Itô Calculus (English)
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    author
    Piotr Graczyk
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    Lioudmila Vostrikova
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    publication date
    30 January 2008
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    Mathematics Subject Classification ID
    60E10
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    60H10
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    60H30
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    62E10
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    zbMATH DE Number
    5231420
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    zbMATH Keywords
    Wishart law
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    Wishart matrix
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    Wishart process
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    moments
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