On the stability of matrix-valued Riccati diffusions

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Publication:2274203

DOI10.1214/19-EJP342zbMath1466.60114arXiv1808.00235OpenAlexW3105665475MaRDI QIDQ2274203

Pierre Del Moral, Adrian N. Bishop

Publication date: 19 September 2019

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

Full work available at URL: https://arxiv.org/abs/1808.00235




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