Quasi-Moment Functions in the Theory of Random Processes

DOI10.1137/1105007MaRDI QIDQ3291946zbMATH OpenOpenAlexFDO

Authors P. I. Kuznetsov, Rouslan L. Stratonovich, V. I. Tikhonov

Publication date 1961

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1105007

zbMATH Keywords

probability theory

Cited in

(6)

• A comparison of the iterative method and Picard's successive approximations for deterministic and stochastic differential equations
• Stochastic model for colored noise
• Moment equation methods for nonlinear stochastic systems
• Generalized Gauss-Hermite filtering
• Numerical techniques for the non-linear prediction problem
• Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach

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