scientific article
zbMath0623.65149MaRDI QIDQ3761660
Publication date: 1986
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
covariance matrixholomorphic functionstochastic perturbationexponential matrixnormal undisturbed matrixuncorrelated perturbation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Functional calculus for linear operators (47A60) Numerical methods for initial value problems involving ordinary differential equations (65L05) Direct numerical methods for linear systems and matrix inversion (65F05) Probabilistic methods, stochastic differential equations (65C99)
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