Random Processes Defined by Stochastic Differential and Difference Equations
<p id="p1">Random processes are a key component in modeling stochastic systems. They are often defined by stochastic differential or, in discrete time, difference equations (SDEs), which precisely describe how the instantaneous time-dependent and for multidimensional processes also location-dependen...
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| Format: | Book Chapter |
| Language: | English |
| Published: |
IntechOpen
2024
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| Online Access: | https://www.intechopen.com/chapters/1180138 |
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