Stochastic Differential Equations for Eigenvalues and Eigenvectors of a G-Wishart Process with Drift
Crossref DOI link: https://doi.org/10.1007/s11253-019-01664-1
Published Online: 2019-10-18
Published Print: 2019-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Meradji, S.
Boutabia, H.
Stihi, S.
Text and Data Mining valid from 2019-09-01
Version of Record valid from 2019-09-01
Article History
Received: 25 April 2016
First Online: 18 October 2019