scientific article; zbMATH DE number 2015388
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Publication:4438223
zbMath1041.93047MaRDI QIDQ4438223
Publication date: 2002
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic differential equationmoment problemBrownian motiondistribution functionmoment generating functionstochastic integralgeometrical Brownian motionmoment determinacymoment of a probability distribution
Probability distributions: general theory (60E05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03) Stochastic integrals (60H05)
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