Stochastic differential equations for eigenvalues and eigenvectors of a G-Wishart process with drift / Meradji, S., Boutabia, H., Stihi, S. (2019)
web address of the page http://jnas.nbuv.gov.ua/article/UJRN-0000984390
Ukrainian Mathematical Journal   А - 2018 /  Issue (2019, Т. 71, № 4)
Meradji S., Boutabia H., Stihi S.
Stochastic differential equations for eigenvalues and eigenvectors of a G-Wishart process with drift
Cite:
Meradji, S., Boutabia, H., Stihi, S. (2019). Stochastic differential equations for eigenvalues and eigenvectors of a G-Wishart process with drift. Ukrainian Mathematical Journal, 71 (4), 502-515. http://jnas.nbuv.gov.ua/article/UJRN-0000984390 | |
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