On the representation of an integrated Gauss-Markov process (Q2800131)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the representation of an integrated Gauss-Markov process |
scientific article |
Statements
14 April 2016
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diffusion
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Gauss-Markov process
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stochastic integral
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Brownian motion
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first-passage time
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stochastic differential equation
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math.PR
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