Time-Frequency Characterization of Stochastic Differential Equations

DOI10.1007/978-3-0348-0049-5_16zbMath1248.60063OpenAlexW77661290MaRDI QIDQ2904935

Lorenzo Galleani

Publication date: 24 August 2012

Published in: Pseudo-Differential Operators: Analysis, Applications and Computations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-0348-0049-5_16

zbMATH Keywords

stochastic differential equationsrandom processestime-frequency analysis

Mathematics Subject Classification ID

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

Cites Work

• The Wigner distribution for classical systems
• Decomposition of the instantaneous spectrum of a random system
• Handbook of stochastic methods for physics, chemistry and the natural sciences
• Bilinear time-frequency representations: new insights and properties
• Spectral analysis of the convolution and filtering of non-stationary stochastic processes
• On the Theory of the Brownian Motion II
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Time-Frequency Characterization of Stochastic Differential Equations