The variance matrix of a multivariate random process of a stochastic differential system (Q1909199)
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scientific article; zbMATH DE number 853985
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| English | The variance matrix of a multivariate random process of a stochastic differential system |
scientific article; zbMATH DE number 853985 |
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The variance matrix of a multivariate random process of a stochastic differential system (English)
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18 March 1996
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variance matrix of a multivariate random process
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stochastic differential system
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0.7352321147918701
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0.7258707880973816
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