Wishart processes

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Publication:1181413

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DOI10.1007/BF01259552zbMath0737.60067MaRDI QIDQ1181413

Marie-France Bru

Publication date: 27 June 1992

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

Bessel processes; Cameron Martin formula; matrix quadratic functionals

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J60: Diffusion processes

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