Simplified formulas for the mean and variance of linear stochastic differential equations (Q289367)
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scientific article; zbMATH DE number 6587033
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| English | Simplified formulas for the mean and variance of linear stochastic differential equations |
scientific article; zbMATH DE number 6587033 |
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Simplified formulas for the mean and variance of linear stochastic differential equations (English)
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30 May 2016
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stochastic differential equations
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diffusion process
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local linearization
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system identification
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0.7441826462745667
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0.742447555065155
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0.7417168021202087
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0.7404635548591614
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