2 citations · 2 across the 1 of their papers we have counts for
3 papers
math.PR2018
On the stability of matrix-valued Riccati diffusions
Adrian N. Bishop, Pierre Del Moral
The stability properties of matrix-valued Riccati diffusions are investigated. The matrix-valued Riccati diffusion processes considered in this work are of interest in their own ri…
math.PR2018
Stability Properties of Systems of Linear Stochastic Differential Equations with Random Coefficients
Adrian N. Bishop, Pierre Del Moral
This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corr…
math.ST2017★ 2 cited
Matrix product moments in normal variables
Pierre Del Moral, Adrian N. Bishop
Let be a random matrix associated with a centered -column centered Gaussian vector with a covariance matrix . In this article we compute expectati…