Stochastic differential equations for orthogonal eigenvectors of (G,ε)-Wishart process related to multivariate G-fractional Brownian motion
DOI10.5269/BSPM.51618OpenAlexW4313579780MaRDI QIDQ6194618
Hacène Boutabia, Rania Bougherra, Manel Belksier
Publication date: 16 February 2024
Published in: Boletim da Sociedade Paranaense de Matemática (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5269/bspm.51618
eigenvaluesrandom matriceseigenvectors\(G\)-Brownian motion\(G\)-multivariate fractional Brownian motion\(G\)-Wishart process
Random matrices (probabilistic aspects) (60B20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)
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