Representation of the bilinear system output by multiple stochastic integrals (Q612072)

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scientific article; zbMATH DE number 5831105
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    Representation of the bilinear system output by multiple stochastic integrals
    scientific article; zbMATH DE number 5831105

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      Representation of the bilinear system output by multiple stochastic integrals (English)
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      3 January 2011
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      scalar stochastic differential Ito equation
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      Hermite polynomials
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      bilinear equation
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      multiple stochastic integrals
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