Some Properties of the Wishart Processes and a Matrix Extension of the Hartman-Watson Laws
スポンサーリンク
概要
著者
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Yor Marc
Laboratoire De Probabilites Et Modeles Aleatoires Universite P. Et M. Curie
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Matsumoto Hiroyuki
Graduate School Of Engineering Yokohama National University:information & Security Systems Divis
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DOMATI-MARTIN Catherine
Laboratoire de Probabilites et Modeles aleatoires, Universite P. et M. Curie
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DOCUMERC Yan
Laboratoire de Statistique et Probabilites, Universite P. Sabatier
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Documerc Yan
Laboratoire De Statistique Et Probabilites Universite P. Sabatier
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Domati-martin Catherine
Laboratoire De Probabilites Et Modeles Aleatoires Universite P. Et M. Curie
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- Some Properties of the Wishart Processes and a Matrix Extension of the Hartman-Watson Laws