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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Autor principal: Loskot, Pavel
Formato: Capítulo de libro
Lenguaje:inglés
Publicado: IntechOpen 2024
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Acceso en línea:https://www.intechopen.com/chapters/1180138
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