An analytic study of the Ornstein-Uhlenbeck process with time-varying coefficients in the modeling of anomalous diffusions (Q1642040)
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scientific article; zbMATH DE number 6891819
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| English | An analytic study of the Ornstein-Uhlenbeck process with time-varying coefficients in the modeling of anomalous diffusions |
scientific article; zbMATH DE number 6891819 |
Statements
An analytic study of the Ornstein-Uhlenbeck process with time-varying coefficients in the modeling of anomalous diffusions (English)
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20 June 2018
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process Ornstein-Uhlenbeck process
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anomalous diffusion
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Riccati equation
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filtering
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linear controller
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0.828851044178009
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0.75755774974823
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0.720899224281311
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0.7156187295913696
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