Long asymptotic correlation time for non-linear autonomous Itô's stochastic differential equation

DOI10.1023/A:1008206003072zbMath0884.60053OpenAlexW2512883991MaRDI QIDQ1362164

Magnus Willander, Yevgeny V. Mamontov

Publication date: 22 September 1997

Published in: Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1008206003072

zbMATH Keywords

spectral densitycovariancestationary stochastic processfinite varianceflicker effectlong correlation timenonlinear autonomous Itô stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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