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