Linearization of first order stochastic differential equations

MaRDI QIDQ3018864zbMATH OpenFDO

Authors Sergey V. Meleshko, Eckart Schulz

Publication date 27 July 2011

zbMATH Keywords

stochastic differential equationBrownian motionlinearization

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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