Application of Coloured Noise as a Driving Force in the Stochastic Differential Equations
In this chapter we explore the application of coloured noise as a driving force to a set of stochastic differential equations(SDEs). These stochastic differential equations are sometimes called Random flight models as in A. W. Heemink (1990). They are used for prediction of the dispersion of pollut...
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| Formato: | Capítulo de libro |
| Lenguaje: | inglés |
| Publicado: |
IntechOpen
2010
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| Acceso en línea: | https://www.intechopen.com/chapters/11350 |
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