Infinite-dimensional Wishart processes (Q6620091)

From MaRDI portal





scientific article; zbMATH DE number 7927510
Language Label Description Also known as
English
Infinite-dimensional Wishart processes
scientific article; zbMATH DE number 7927510

    Statements

    Infinite-dimensional Wishart processes (English)
    0 references
    0 references
    0 references
    0 references
    16 October 2024
    0 references
    affine process
    0 references
    Feller process
    0 references
    infinite-dimensional covariance model
    0 references
    trace class operators
    0 references
    Wishart process
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references