Pages that link to "Item:Q289367"
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The following pages link to Simplified formulas for the mean and variance of linear stochastic differential equations (Q289367):
Displaying 4 items.
- A weak local linearization scheme for stochastic differential equations with multiplicative noise (Q344263) (← links)
- Controlling roughening processes in the stochastic Kuramoto-Sivashinsky equation (Q1686627) (← links)
- Computing high dimensional multiple integrals involving matrix exponentials (Q2095151) (← links)
- Estimation of distribution algorithms for the computation of innovation estimators of diffusion processes (Q2664757) (← links)