A CLOSURE METHOD FOR RANDOMLY PERTURBED LINEAR SYSTEMS (Q2732359)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A CLOSURE METHOD FOR RANDOMLY PERTURBED LINEAR SYSTEMS |
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A CLOSURE METHOD FOR RANDOMLY PERTURBED LINEAR SYSTEMS (English)
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9 May 2002
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moments of stochastic differential equations
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trigonometric polynomial with respect to Wiener process
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Cameron-Martin formula
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