Modeling and Simulation of Stochastic Processes

DOI10.52305/KMDP8644MaRDI QIDQ6116217zbMATH OpenFDO

Authors Guo-Qiang Cai, Ronghua Huan, Weiqiu Zhu

Publication date 17 July 2023

Published in Stochastic Processes: Fundamentals and Emerging Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.52305/KMDP8644

zbMATH Keywords

simulationstochastic processesmodelingcorrelated processesGaussian and non-Gaussian distributions

Mathematics Subject Classification ID

Computational methods for problems pertaining to probability theory (60-08) Gaussian processes (60G15) Applications of stochastic analysis (to PDEs, etc.) (60H30) General theory of stochastic processes (60G07)

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