Long asymptotic correlation time for non-linear autonomous Itô's stochastic differential equation (Q1362164)
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scientific article; zbMATH DE number 1042578
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long asymptotic correlation time for non-linear autonomous Itô's stochastic differential equation |
scientific article; zbMATH DE number 1042578 |
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Long asymptotic correlation time for non-linear autonomous Itô's stochastic differential equation (English)
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22 September 1997
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nonlinear autonomous Itô stochastic differential equation
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stationary stochastic process
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finite variance
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flicker effect
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covariance
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long correlation time
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spectral density
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