Linear trend exclusion for models defined with stochastic differential and difference equations

DOI10.1134/S0005117915100057zbMath1334.93162MaRDI QIDQ268657

V. D. Konakov, Anna R. Markova

Publication date: 15 April 2016

Published in: Automation and Remote Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Numerical analysis or methods applied to Markov chains (65C40) Stochastic systems in control theory (general) (93E03) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (2)

Nonlinear trend exclusion procedure for models defined by stochastic differential and difference equations ⋮ Second order probabilistic parametrix method for unbiased simulation of stochastic differential equations

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