Some properties of the Wishart processes and a matrix extension of the Hartman-Watson laws
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Publication:558624
DOI10.2977/prims/1145475450zbMath1076.60067OpenAlexW1994360393MaRDI QIDQ558624
Yan Doumerc, Marc Yor, Catherine Donati-Martin, Hiroyuki Matsumoto
Publication date: 1 July 2005
Published in: Publications of the Research Institute for Mathematical Sciences, Kyoto University (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2977/prims/1145475450
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