Matrix-valued Bessel processes - Research Collection

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Author

Larsson, Martin

Date

2015

Type

Journal Article

Citations

Cited 0 times in Web of Science

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yes

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Publication status

published

External links

https://doi.org/10.1214/EJP.v20-3785

Journal / series

Electronic journal of probability

Volume

20

Pages / Article No.

60

Publisher

Institute of Mathematical Statistics

Subject

Matrix-valued process; Bessel process; Wishart process; Muckenhoupt weight; Positive determinant matrix; Reflecting boundary condition

Organisational unit

09546 - Larsson, Martin

Notes

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Citations

Cited 0 times in Web of Science

ETH Bibliography

yes

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