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

DOI10.1134/S0005117915100057zbMATH Open1334.93162MaRDI QIDQ268657FDOQ268657

Authors: V. D. Konakov, Anna Markova 

Publication date: 15 April 2016

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

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Mathematics Subject Classification ID

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

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Cited In (2)

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

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