Affine processes on symmetric cones (Q300276)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6598630
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Affine processes on symmetric cones |
scientific article; zbMATH DE number 6598630 |
Statements
Affine processes on symmetric cones (English)
0 references
27 June 2016
0 references
affine Markov processes
0 references
symmetric cones
0 references
non-central Wishart distribution
0 references
Wishart processes
0 references
0 references
0 references
0 references
0.8984526
0 references
0.89181167
0 references
0.8860786
0 references
0.87765056
0 references
0.87209535
0 references
0.86954916
0 references
0.8692401
0 references
