Wishart processes (Q1181413)
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scientific article; zbMATH DE number 28271
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wishart processes |
scientific article; zbMATH DE number 28271 |
Statements
Wishart processes (English)
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27 June 1992
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Bessel processes
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matrix quadratic functionals
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Cameron Martin formula
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