Matrix-valued Bessel processes (Q2515927)
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scientific article; zbMATH DE number 6471538
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| English | Matrix-valued Bessel processes |
scientific article; zbMATH DE number 6471538 |
Statements
Matrix-valued Bessel processes (English)
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7 August 2015
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matrix-valued Bessel processes
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Wishart processes
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Muckenhoupt weight
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positive determinant matrix
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reflecting boundary condition
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0.8126054406166077
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0.7554444670677185
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0.7158274054527283
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0.712868332862854
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