On the non-commutative fractional Wishart process
DOI10.1016/j.jfa.2016.10.008zbMath1362.60040arXiv1504.05079OpenAlexW2530879939MaRDI QIDQ333124
Juan Carlos Pardo, José Luis Pérez Garmendia, Victor Perez-Abreu
Publication date: 9 November 2016
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1504.05079
stochastic differential equationeigenvaluesfractional calculusfunctional limit theoremYoung integralmeasure-valued processfractional Wishart matrix process
Fractional processes, including fractional Brownian motion (60G22) Random matrices (probabilistic aspects) (60B20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Functional limit theorems; invariance principles (60F17)
Related Items (4)
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