Automated first and second order moment equations for a set of stochastic differential equations of type \({\mathbf A}\dot{\mathbf Z} + {\mathbf {BZ}} = {\mathbf C}(t)\) (Q1904837): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/bf01585603 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2039164361 / rank | |||
Normal rank | |||
Latest revision as of 11:08, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Automated first and second order moment equations for a set of stochastic differential equations of type \({\mathbf A}\dot{\mathbf Z} + {\mathbf {BZ}} = {\mathbf C}(t)\) |
scientific article |
Statements
Automated first and second order moment equations for a set of stochastic differential equations of type \({\mathbf A}\dot{\mathbf Z} + {\mathbf {BZ}} = {\mathbf C}(t)\) (English)
0 references
1 August 1996
0 references
moment equations
0 references
state space
0 references
numerical integration
0 references
Gaussian white noises
0 references
