The Moments of Wishart Processes via Itô Calculus
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Publication:5439993
DOI10.1137/S0040585X97982682zbMath1131.60008MaRDI QIDQ5439993
Piotr Graczyk, Lioudmila Vostrikova
Publication date: 30 January 2008
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
60E10: Characteristic functions; other transforms
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
62E10: Characterization and structure theory of statistical distributions
60H30: Applications of stochastic analysis (to PDEs, etc.)
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