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Publication:3577401
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zbMath1214.60027MaRDI QIDQ3577401

Ramazan Rezaeyan, Rahman Farnoosh

Publication date: 22 July 2010

Full work available at URL: http://www.m-hikari.com/ams/ams-2010/ams-21-24-2010/index.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Itô's formulaOrnstein-UhlenbeckKalman-BucyRC circuit


Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)


Related Items (5)

On the stochastic stability and boundedness of solutions for stochastic delay differential equation of the second order ⋮ Stability and boundedness of solutions to a certain second-order nonautonomous stochastic differential equation ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item







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