Estimating the solutions of linear stochastic equations by the information criterion

DOI10.1007/BF01097620MaRDI QIDQ353258zbMATH OpenFDO

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

Publication date 12 July 2013

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

Full work available at URL https://doi.org/10.1007/BF01097620

Mathematics Subject Classification ID

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

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