Open AccessThe moments of Wishart processes via Itô calculus
Author(s) -
Piotr Graczyk,
Lioudmila Vostrikova
Publication year - 2006
Publication title -
teoriâ veroâtnostej i ee primeneniâ
Language(s) - English
Resource type - Journals
eISSN - 2305-3151
pISSN - 0040-361X
DOI - 10.4213/tvp22
Subject(s) - wishart distribution , calculus (dental) , mathematics , computer science , medicine , statistics , orthodontics , multivariate statistics