Nonlinear trend exclusion procedure for models defined by stochastic differential and difference equations
type: Item
instance of: scholarly article
title: Nonlinear trend exclusion procedure for models defined by stochastic differential and difference equations
zbMATH Open document ID: 1377.60069
DOI: 10.1134/S0005117917080057
author: V. D. Konakov
author: Anna Markova
published in: Automation and Remote Control
publication date: 2018-01-05T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60J10
zbMATH DE Number: 6822765
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: diffusion process
zbMATH Keywords: Markov chains
zbMATH Keywords: parametrix method
MaRDI profile type: Publication
cites work: Linear trend exclusion for models defined with stochastic differential and difference equations
cites work: LINEAR EQUATIONS OF THE SECOND ORDER OF PARABOLIC TYPE
cites work: Q5520962
cites work: Q3699149
cites work: Q5641407
cites work: Approximation of Markov semigroups in total variation distance
full work available at URL: s0005117917080057
OpenAlex ID: W2749396114
description: scientific article; zbMATH DE number 6822765