scientific article; zbMATH DE number 5519263

MaRDI QIDQ3606186zbMATH OpenFDO

Authors J. Johnsen, Bjarne Sloth Jensen, Chun-Yan Wang

Publication date 26 February 2009

zbMATH Keywords

bivariate Gaussian diffusionbivariate geometric Wiener diffusioncovariance matrix evolutionmean vector evolution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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(3)

• scientific article; zbMATH DE number 4211202 (Why is no real title available?)
• Multivariate partial differential equation describing the evolution of a Gaussian process
• Evolution of Gaussian Concentration Bounds under Diffusions

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