The Moments of Wishart Processes via Itô Calculus (Q5439993)
From MaRDI portal
scientific article; zbMATH DE number 5231420
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Moments of Wishart Processes via Itô Calculus |
scientific article; zbMATH DE number 5231420 |
Statements
The Moments of Wishart Processes via Itô Calculus (English)
0 references
30 January 2008
0 references
Wishart law
0 references
Wishart matrix
0 references
Wishart process
0 references
moments
0 references
