scientific article; zbMATH DE number 4215092

MaRDI QIDQ3361664zbMATH OpenFDO

Authors George Stoica

Publication date 1990

zbMATH Keywords

integration by parts formulaItô's formulaLangevin-type equationOrnstein-Uhlenbeck operatorstationary independent increment process

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25)

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