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The Moments of Wishart Processes via Itô Calculus:
Graczyk, P.
;
Vostrikova, L.
Theory of Probability & Its Applications. 51 (2007) 4 - p. 609-625 , 2007
Link:
https://doi.org/10.1137/s0040585x97982682
RT Journal T1 <Title>The Moments of Wishart Processes via Itô Calculus</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1137_s0040585x97982682&Exemplar=1&LAN=DE A1 Graczyk, P. A1 Vostrikova, L. PB Society for Industrial & Applied Mathematics (SIAM) YR 2007 SN 0040-585X SN 1095-7219 JF Theory of Probability & Its Applications VO 51 IS 4 SP 609 OP 625 LK http://dx.doi.org/https://doi.org/10.1137/s0040585x97982682 DO https://doi.org/10.1137/s0040585x97982682 SF ELIB - SuUB Bremen
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