Automated first and second order moment equations for a set of stochastic differential equations of type \({\mathbf A}\dot{\mathbf Z} + {\mathbf {BZ}} = {\mathbf C}(t)\) (Q1904837)
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scientific article; zbMATH DE number 833452
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Automated first and second order moment equations for a set of stochastic differential equations of type \({\mathbf A}\dot{\mathbf Z} + {\mathbf {BZ}} = {\mathbf C}(t)\) |
scientific article; zbMATH DE number 833452 |
Statements
Automated first and second order moment equations for a set of stochastic differential equations of type \({\mathbf A}\dot{\mathbf Z} + {\mathbf {BZ}} = {\mathbf C}(t)\) (English)
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1 August 1996
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moment equations
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state space
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numerical integration
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Gaussian white noises
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