On Bounded Stochastic Processes

DOI10.1007/978-1-4614-7385-5_1zbMath1325.60047OpenAlexW150389661MaRDI QIDQ5251085

No author found.

Publication date: 22 May 2015

Published in: Bounded Noises in Physics, Biology, and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4614-7385-5_1

zbMATH Keywords

stochastic processesstochastic differential equationsbounded variationMonte Carlo simulationnon-Gaussian processesweakly stationary processnonlinear filter modelrandomized harmonic model

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35) General theory of stochastic processes (60G07)

Related Items

Evaluation of closure strategies for a periodically-forced Duffing oscillator with slowly modulated frequency subject to Gaussian white noise