On a continuous analogue of the stochastic difference equation \(X_ n\) = rho X//(n-1) + \(B_ n\). (Q1162761)
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scientific article; zbMATH DE number 3757442
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a continuous analogue of the stochastic difference equation \(X_ n\) = rho X//(n-1) + \(B_ n\). |
scientific article; zbMATH DE number 3757442 |
Statements
On a continuous analogue of the stochastic difference equation \(X_ n\) = rho X//(n-1) + \(B_ n\). (English)
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1982
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stochastic difference equation
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characteristic function
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stochastic differential equation
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