The following pages link to Wishart processes (Q1181413):
Displayed 13 items.
- Bessel convolutions on matrix cones: Algebraic properties and random walks (Q842399) (← links)
- Orbit measures, random matrix theory and interlaced determinantal processes (Q974776) (← links)
- Some new examples of Markov processes which enjoy the time-inversion property (Q1775523) (← links)
- Free Wishart processes (Q1780932) (← links)
- Option pricing when correlations are stochastic: an analytical framework (Q2425554) (← links)
- The Laguerre process and generalized Hartman-Watson law (Q2465278) (← links)
- Towards a characterization of Markov processes enjoying the time-inversion property (Q2481392) (← links)
- Free Jacobi process (Q2481395) (← links)
- Infinitely divisible Wald's couples. Examples linked with the Euler gamma and the Riemann zeta functions. (Q2485446) (← links)
- A multifactor volatility Heston model (Q3539544) (← links)
- Real-World Pricing for a Modified Constant Elasticity of Variance Model (Q3565103) (← links)
- On regularity properties of Bessel flow (Q3647585) (← links)
- Symmetry of matrix-valued stochastic processes and noncolliding diffusion particle systems (Q4833470) (← links)