Stochastic Differential Equations Describing Systems with Coloured Noise

DOI10.2478/TMMP-2018-0009zbMath1497.60075OpenAlexW2913589933MaRDI QIDQ4611065

Lubomír Brančik, Edita Kolářová

Publication date: 23 January 2019

Published in: Tatra Mountains Mathematical Publications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/tmmp-2018-0009

zbMATH Keywords

Wiener processwhite noisecolored noiseIto formulatransmission line modelstochastic integral equationshigher-order ladder network

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Numerical solutions to stochastic differential and integral equations (65C30)

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