Stochastic differential equations for eigenvalues and eigenvectors of a \(G\)-Wishart process with drift (Q2307640)
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scientific article; zbMATH DE number 7181753
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| English | Stochastic differential equations for eigenvalues and eigenvectors of a \(G\)-Wishart process with drift |
scientific article; zbMATH DE number 7181753 |
Statements
Stochastic differential equations for eigenvalues and eigenvectors of a \(G\)-Wishart process with drift (English)
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25 March 2020
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Brownian motion
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Wishart process
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0.8190850019454956
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0.7837902903556824
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0.7803663015365601
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0.7719426155090332
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0.7663393616676331
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