Simplified formulas for the mean and variance of linear stochastic differential equations (Q289367): Difference between revisions
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| Property / author | |||
| Property / author: M. Dambrine / rank | |||
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| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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| Property / Mathematics Subject Classification ID: 34F05 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6587033 / rank | |||
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| Property / zbMATH Keywords | |||
stochastic differential equations | |||
| Property / zbMATH Keywords: stochastic differential equations / rank | |||
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diffusion process | |||
| Property / zbMATH Keywords: diffusion process / rank | |||
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local linearization | |||
| Property / zbMATH Keywords: local linearization / rank | |||
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system identification | |||
| Property / zbMATH Keywords: system identification / rank | |||
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Revision as of 20:25, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simplified formulas for the mean and variance of linear stochastic differential equations |
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Simplified formulas for the mean and variance of linear stochastic differential equations (English)
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30 May 2016
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stochastic differential equations
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diffusion process
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local linearization
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system identification
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