@inbook{628681604ae04309a864ac534b2833d5,
title = "Wishart Processes and Affine Diffusions on Positive Semidefinite Matrices",
abstract = "Wishart processes have been first introduced by Bru [24] for some applications in biology on the perturbation of experimental data. Their definition and main mathematical properties are described in her paper [25]. They are also named because, as we will see, their marginal laws follow Wishart distributions. These distributions have been introduced by Wishart [124] in 1928. They arise naturally in statistics when estimating the covariance matrix of a Gaussian vector.",
author = "Aur{\'e}lien Alfonsi",
note = "Publisher Copyright: {\textcopyright} 2015 Springer International Publishing Switzerland.",
year = "2015",
month = jan,
day = "1",
doi = "10.1007/978-3-319-05221-2\_5",
language = "English",
series = "Bocconi and Springer Series",
publisher = "Springer International Publishing",
pages = "123--182",
booktitle = "Bocconi and Springer Series",
}