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Estimating the Solution of a Stochastic Difference Equation

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Publication:5630438
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DOI10.1137/0121005zbMATH Open0224.60019OpenAlexW2068849539MaRDI QIDQ5630438FDOQ5630438

Kenneth N. Berk

Publication date: 1971

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0121005




Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Stationary stochastic processes (60G10) Stochastic analysis (60H99)



Cited In (3)

  • The influence of shear and extensibility on the stability of a heavy rotating rod
  • Beck's rod with shear, compressibility and pulsating force
  • Stability of stochastic 2-D systems






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