Fractional Wishart processes and \(\varepsilon\)-fractional Wishart processes with applications (Q1999688)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional Wishart processes and \(\varepsilon\)-fractional Wishart processes with applications |
scientific article |
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Fractional Wishart processes and \(\varepsilon\)-fractional Wishart processes with applications (English)
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27 June 2019
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fractional Wishart process
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\(\varepsilon\)-fractional Wishart processes
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stochastic partial differential equation
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financial volatility theory
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