Stochastic differential equations for orthogonal eigenvectors of (G,ε)-Wishart process related to multivariate G-fractional Brownian motion (Q6194618)
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scientific article; zbMATH DE number 7805574
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential equations for orthogonal eigenvectors of (G,ε)-Wishart process related to multivariate G-fractional Brownian motion |
scientific article; zbMATH DE number 7805574 |
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Stochastic differential equations for orthogonal eigenvectors of (G,ε)-Wishart process related to multivariate G-fractional Brownian motion (English)
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16 February 2024
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\(G\)-Brownian motion
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\(G\)-multivariate fractional Brownian motion
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random matrices
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\(G\)-Wishart process
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eigenvalues
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eigenvectors
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