MODELLING OF HIGH-DIMENSIONAL DIFFUSION STOCHASTIC PROCESS WITH NONLINEAR COEFFICIENTS FOR ENGINEERING APPLICATIONS — PART II: APPROXIMATIONS FOR COVARIANCE AND SPECTRAL DENSITY OF STATIONARY PROCESS (Q4799023): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q1022710 |
||
| Property / author | |||
| Property / author: Magnus Willander / rank | |||
Revision as of 02:51, 22 February 2024
scientific article; zbMATH DE number 1882932
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MODELLING OF HIGH-DIMENSIONAL DIFFUSION STOCHASTIC PROCESS WITH NONLINEAR COEFFICIENTS FOR ENGINEERING APPLICATIONS — PART II: APPROXIMATIONS FOR COVARIANCE AND SPECTRAL DENSITY OF STATIONARY PROCESS |
scientific article; zbMATH DE number 1882932 |
Statements
MODELLING OF HIGH-DIMENSIONAL DIFFUSION STOCHASTIC PROCESS WITH NONLINEAR COEFFICIENTS FOR ENGINEERING APPLICATIONS — PART II: APPROXIMATIONS FOR COVARIANCE AND SPECTRAL DENSITY OF STATIONARY PROCESS (English)
0 references
16 March 2003
0 references
covariance
0 references
spectral density
0 references
integral formula
0 references
analytical results
0 references
nonlinearities of the drift function
0 references
