@Article{Stihi2018,
author = "Stihi, Sara and Boutabia, Hacène and Meradji, Selma",
title = "Stochastic differential equations for random matrices processes in the nonlinear framework",
journal = "Opuscula Math.",
year = "2018",
volume = "38",
number = "2",
pages = "261--283",
doi = "https://doi.org/10.7494/OpMath.2018.38.2.261",
url = "https://doi.org/10.7494/OpMath.2018.38.2.261",
abstract = "In this paper, we investigate the processes of eigenvalues and eigenvectors of a symmetric matrix valued process \(X_{t}\), where \(X_{t}\) is the solution of a general SDE driven by a \(G\)-Brownian motion matrix. Stochastic differential equations of these processes are given. This extends results obtained by P. Graczyk and J. Malecki in [Multidimensional Yamada-Watanabe theorem and its applications to particle systems, J. Math. Phys. 54 (2013), 021503].",
keywords = "\(G\)-Brownian motion matrix, \(G\)-stochastic differential equations, random matrices, eigenvalues, eigenvectors",
issn = "1232-9274"
}