Stochastic differential equations describing systems with coloured noise

DOI10.2478/TMMP-2018-0009MaRDI QIDQ4611065zbMATH OpenOpenAlexFDO

Authors Edita Kolářová, Lubomír Brančik

Publication date 23 January 2019

Published in Tatra Mountains Mathematical Publications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2478/tmmp-2018-0009

zbMATH Keywords

Wiener processcolored noisewhite noisetransmission line modelstochastic integral equationsIto formulahigher-order ladder network

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Numerical solutions to stochastic differential and integral equations (65C30)

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