Long asymptotic correlation time for non-linear autonomous Itô's stochastic differential equation (Q1362164)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Long asymptotic correlation time for non-linear autonomous Itô's stochastic differential equation |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long asymptotic correlation time for non-linear autonomous Itô's stochastic differential equation |
scientific article |
Statements
Long asymptotic correlation time for non-linear autonomous Itô's stochastic differential equation (English)
0 references
22 September 1997
0 references
nonlinear autonomous Itô stochastic differential equation
0 references
stationary stochastic process
0 references
finite variance
0 references
flicker effect
0 references
covariance
0 references
long correlation time
0 references
spectral density
0 references
