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The variance matrix of a multivariate random process of a stochastic differential system - MaRDI portal

The variance matrix of a multivariate random process of a stochastic differential system (Q1909199)

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scientific article; zbMATH DE number 853985
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The variance matrix of a multivariate random process of a stochastic differential system
scientific article; zbMATH DE number 853985

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    The variance matrix of a multivariate random process of a stochastic differential system (English)
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    18 March 1996
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    variance matrix of a multivariate random process
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    stochastic differential system
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