Compact representation of the Hadamard function in a multidimensional space based on the integral correlation matrix operator

DOI10.1007/BF01364979zbMath0793.60076OpenAlexW2093820864MaRDI QIDQ1325490

Yu. T. Kostenko, A. S. Mazmanishvili

Publication date: 29 June 1994

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01364979

zbMATH Keywords

control generating function Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Diffusion processes (60J60) Stochastic analysis (60H99)

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