Stochastic differential equations for eigenvalues and eigenvectors of a G-Wishart process with drift

Stochastic differential equations for eigenvalues and eigenvectors of a G-Wishart process with drift

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Bibliographic Details
Date:2019
Main Authors: S. Meradji, H. Boutabia, S. Stihi
Format: Article
Language:English
Published: 2019
Series:Ukrainian Mathematical Journal
Online Access:http://jnas.nbuv.gov.ua/article/UJRN-0000984390
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Journal Title:Library portal of National Academy of Sciences of Ukraine | LibNAS

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Library portal of National Academy of Sciences of Ukraine | LibNAS
id open-sciencenbuvgovua-17712
record_format dspace
spelling open-sciencenbuvgovua-177122024-02-26T21:58:41Z Stochastic differential equations for eigenvalues and eigenvectors of a G-Wishart process with drift S. Meradji H. Boutabia S. Stihi 1027-3190 2019 en Ukrainian Mathematical Journal http://jnas.nbuv.gov.ua/article/UJRN-0000984390 Article
institution Library portal of National Academy of Sciences of Ukraine | LibNAS
collection Open-Science
language English
series Ukrainian Mathematical Journal
spellingShingle Ukrainian Mathematical Journal
S. Meradji
H. Boutabia
S. Stihi
Stochastic differential equations for eigenvalues and eigenvectors of a G-Wishart process with drift
format Article
author S. Meradji
H. Boutabia
S. Stihi
author_facet S. Meradji
H. Boutabia
S. Stihi
author_sort S. Meradji
title Stochastic differential equations for eigenvalues and eigenvectors of a G-Wishart process with drift
title_short Stochastic differential equations for eigenvalues and eigenvectors of a G-Wishart process with drift
title_full Stochastic differential equations for eigenvalues and eigenvectors of a G-Wishart process with drift
title_fullStr Stochastic differential equations for eigenvalues and eigenvectors of a G-Wishart process with drift
title_full_unstemmed Stochastic differential equations for eigenvalues and eigenvectors of a G-Wishart process with drift
title_sort stochastic differential equations for eigenvalues and eigenvectors of a g-wishart process with drift
publishDate 2019
url http://jnas.nbuv.gov.ua/article/UJRN-0000984390
work_keys_str_mv AT smeradji stochasticdifferentialequationsforeigenvaluesandeigenvectorsofagwishartprocesswithdrift
AT hboutabia stochasticdifferentialequationsforeigenvaluesandeigenvectorsofagwishartprocesswithdrift
AT sstihi stochasticdifferentialequationsforeigenvaluesandeigenvectorsofagwishartprocesswithdrift
first_indexed 2025-07-17T13:14:40Z
last_indexed 2025-07-17T13:14:40Z
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