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

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Дата:2023
Автор: Hacène Boutabia
Формат: Стаття
Опубліковано: Institute of Mathematics, NAS of Ukraine 2023
Онлайн доступ:https://umj.imath.kiev.ua/index.php/umj/article/view/6009
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Назва журналу:Ukrains’kyi Matematychnyi Zhurnal
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spelling umjimathkievua-article-60092023-07-19T07:46:05Z 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 Hacène Boutabia, Hacène Boutabia, Institute of Mathematics, NAS of Ukraine 2023-07-19 Article Article https://umj.imath.kiev.ua/index.php/umj/article/view/6009 Ukrains’kyi Matematychnyi Zhurnal; Vol. 71 No. 4 (2019); 502-515 Український математичний журнал; Том 71 № 4 (2019); 502-515 1027-3190
spellingShingle Hacène Boutabia,
Hacène Boutabia,
Stochastic differential equations for eigenvalues and eigenvectors of a G−Wishart process with drift
title Stochastic differential equations for eigenvalues and eigenvectors of a G−Wishart process with drift
title_alt 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_short 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
url https://umj.imath.kiev.ua/index.php/umj/article/view/6009
work_keys_str_mv AT haceneboutabia stochasticdifferentialequationsforeigenvaluesandeigenvectorsofagwishartprocesswithdrift
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