An analytic study of the Ornstein-Uhlenbeck process with time-varying coefficients in the modeling of anomalous diffusions
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Publication:1642040
DOI10.1134/S000511791802008XzbMath1391.93200OpenAlexW2789951684WikidataQ130190071 ScholiaQ130190071MaRDI QIDQ1642040
Publication date: 20 June 2018
Published in: Automation and Remote Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s000511791802008x
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03)
Related Items (3)
On asymptotic behavior of solutions of linear inhomogeneous stochastic differential equations with correlated inputs ⋮ Asymptotically-Preserving Large Deviations Principles by Stochastic Symplectic Methods for a Linear Stochastic Oscillator ⋮ On Upper Functions for Anomalous Diffusions Governed by Time-Varying Ornstein--Uhlenbeck Process
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