High-Dimensional Nonlinear Diffusion Stochastic Processes
From MaRDI portal
Recommendations
- MODELLING OF HIGH-DIMENSIONAL DIFFUSION STOCHASTIC PROCESS WITH NONLINEAR COEFFICIENTS FOR ENGINEERING APPLICATIONS — PART I: APPROXIMATIONS FOR EXPECTATION AND VARIANCE OF NONSTATIONARY PROCESS
- Modeling with Itô Stochastic Differential Equations
- Stochastic differential equations in science and engineering. With CD-ROM.
- scientific article; zbMATH DE number 47670
- scientific article; zbMATH DE number 4022294
- Stochastic evolution systems. Linear theory and applications to non-linear filtering
- Theory and applications of stochastic processes. An analytical approach
- scientific article; zbMATH DE number 233962
- scientific article; zbMATH DE number 51175
- Nonlinear random vibration. Analytical techniques and applications.
Cited in
(8)- Temperature fields in machining processes and heat transfer models
- Random observations of marked Cox processes. Time insensitive functionals
- On fluctuations of a multivariate random walk with some applications to stock options trading and hedging
- Random Walk Analysis in Antagonistic Stochastic Games
- MODELLING LIVING FLUIDS WITH THE SUBDIVISION INTO THE COMPONENTS IN TERMS OF PROBABILITY DISTRIBUTIONS
- MODELLING OF HIGH-DIMENSIONAL DIFFUSION STOCHASTIC PROCESS WITH NONLINEAR COEFFICIENTS FOR ENGINEERING APPLICATIONS — PART I: APPROXIMATIONS FOR EXPECTATION AND VARIANCE OF NONSTATIONARY PROCESS
- MODELLING OF HIGH-DIMENSIONAL DIFFUSION STOCHASTIC PROCESS WITH NONLINEAR COEFFICIENTS FOR ENGINEERING APPLICATIONS — PART II: APPROXIMATIONS FOR COVARIANCE AND SPECTRAL DENSITY OF STATIONARY PROCESS
- On Exit Times of a Multivariate Random Walk and Its Embedding in a Quasi Poisson Process
This page was built for publication: High-Dimensional Nonlinear Diffusion Stochastic Processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4516134)
