Wishart processes

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Publication:1181413

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DOI10.1007/BF01259552zbMath0737.60067OpenAlexW4232304958MaRDI QIDQ1181413

Marie-France Bru

Publication date: 27 June 1992

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01259552

zbMATH Keywords

Bessel processes Cameron Martin formula matrix quadratic functionals

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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