An analytic study of the Ornstein-Uhlenbeck process with time-varying coefficients in the modeling of anomalous diffusions (Q1642040): Difference between revisions

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Latest revision as of 21:25, 14 September 2024

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An analytic study of the Ornstein-Uhlenbeck process with time-varying coefficients in the modeling of anomalous diffusions
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    An analytic study of the Ornstein-Uhlenbeck process with time-varying coefficients in the modeling of anomalous diffusions (English)
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    20 June 2018
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    process Ornstein-Uhlenbeck process
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    anomalous diffusion
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    Riccati equation
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    filtering
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    linear controller
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