An analytic study of the Ornstein-Uhlenbeck process with time-varying coefficients in the modeling of anomalous diffusions (Q1642040): Difference between revisions
From MaRDI portal
Latest revision as of 21:25, 14 September 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An analytic study of the Ornstein-Uhlenbeck process with time-varying coefficients in the modeling of anomalous diffusions |
scientific article |
Statements
An analytic study of the Ornstein-Uhlenbeck process with time-varying coefficients in the modeling of anomalous diffusions (English)
0 references
20 June 2018
0 references
process Ornstein-Uhlenbeck process
0 references
anomalous diffusion
0 references
Riccati equation
0 references
filtering
0 references
linear controller
0 references
0 references
0 references