Stochastic differential equations for eigenvalues and eigenvectors of a \(G\)-Wishart process with drift (Q2307640)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stochastic differential equations for eigenvalues and eigenvectors of a \(G\)-Wishart process with drift |
scientific article |
Statements
Stochastic differential equations for eigenvalues and eigenvectors of a \(G\)-Wishart process with drift (English)
0 references
25 March 2020
0 references
Brownian motion
0 references
Wishart process
0 references