An analytic study of the Ornstein-Uhlenbeck process with time-varying coefficients in the modeling of anomalous diffusions (Q1642040)
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scientific article; zbMATH DE number 6891819
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An analytic study of the Ornstein-Uhlenbeck process with time-varying coefficients in the modeling of anomalous diffusions |
scientific article; zbMATH DE number 6891819 |
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An analytic study of the Ornstein-Uhlenbeck process with time-varying coefficients in the modeling of anomalous diffusions (English)
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20 June 2018
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process Ornstein-Uhlenbeck process
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anomalous diffusion
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Riccati equation
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filtering
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linear controller
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