Estimating the solutions of linear stochastic equations by the information criterion

DOI10.1007/BF01097620zbMATH Open1267.60067MaRDI QIDQ353258FDOQ353258

Authors: O. L. Levoshich, A. G. Nakonechnyj 

Publication date: 12 July 2013

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

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Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50)

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