Matrix Dufresne Identities (Q5744703)
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scientific article; zbMATH DE number 6542668
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Matrix Dufresne Identities |
scientific article; zbMATH DE number 6542668 |
Statements
Matrix Dufresne Identities (English)
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19 February 2016
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Dufresne identity
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matrix processes
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Brownian motion
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matrix-valued diffusions
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stochastic differential equations
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