论文标题
综合的Wishart桥梁流程和广义Hartman-Watson法律
Integrated Wishart bridge processes and generalised Hartman-Watson law
论文作者
论文摘要
本文涉及集成的Wishart桥梁流程的联合法律以及在间隔$ \ left [0，t \ right] $上的集成倒数Wishart桥梁过程的踪迹。通过研究Wishart桥工艺和WishArt法律的绝对连续性来获得其拉普拉斯变换。
This article is concerned with the joint law of an integrated Wishart bridge process and the trace of an integrated inverse Wishart bridge process over the interval $ \left[0,t\right] $. Its Laplace transform is obtained by studying the Wishart bridge processes and the absolute continuity property of Wishart laws.
