On the singular values of complex matrix Brownian motion with a matrix drift

DOI10.3150/22-BEJ1517zbMath1510.60072arXiv2107.05028MaRDI QIDQ6372507

Theodoros Assiotis

Publication date: 11 July 2021

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Diffusion processes (60J60) Transition functions, generators and resolvents (60J35)

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