Ideal and physical white noise in stochastic analysis (Q1390060)

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scientific article; zbMATH DE number 1174764
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English
Ideal and physical white noise in stochastic analysis
scientific article; zbMATH DE number 1174764

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    Ideal and physical white noise in stochastic analysis (English)
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    11 January 1999
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    stochastic differential calculus
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    Monte Carlo simulation
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    band limited white noise
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    single deterministic parametric impulse
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    Dirac delta function
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