Matrix Dufresne identities (Q5744703)
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 6542668
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Matrix Dufresne identities |
scientific article; zbMATH DE number 6542668 |
Statements
Matrix Dufresne Identities (English)
0 references
19 February 2016
0 references
Dufresne identity
0 references
matrix processes
0 references
Brownian motion
0 references
matrix-valued diffusions
0 references
stochastic differential equations
0 references
0.7422078251838684
0 references
0.7400228977203369
0 references
0.7353448867797852
0 references
0.7326957583427429
0 references
0.7325982451438904
0 references
