scientific article; zbMATH DE number 7318961

zbMath1459.93169MaRDI QIDQ4965792

Konstantin A. Rybakov

Publication date: 10 March 2021

Full work available at URL: https://diffjournal.spbu.ru/EN/numbers/2020.3/article.1.5.html

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zbMATH Keywords

modelingWiener processBrownian motionBrownian bridgeOrnstein-Uhlenbeck processspectral methodrandom processgeometric Brownian motionorthogonal expansionlinear stochastic systemspectral form of mathematical descriptionanalysis of output processes

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (3)

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Cites Work

• Modeling and analysis of output processes of linear continuous stochastic systems based on orthogonal expansions of random functions
• Parametric design of optimal in average fractional-order PID controller in flight control problem
• Numerical methods for stochastic partial differential equations with white noise
• Expansion of iterated Stratonovich stochastic integrals based on generalized multiple Fourier series
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