On the eigenvalue process of a matrix fractional Brownian motion (Q744247)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the eigenvalue process of a matrix fractional Brownian motion |
scientific article |
Statements
On the eigenvalue process of a matrix fractional Brownian motion (English)
0 references
6 October 2014
0 references
Young integral
0 references
noncolliding process
0 references
Dyson process
0 references
Hölder continuous Gaussian process
0 references
0 references
