The variance matrix of a multivariate random process of a stochastic differential system
type: Item
instance of: scholarly article
title: The variance matrix of a multivariate random process of a stochastic differential system
zbMATH Open document ID: 0838.60053
DOI: 10.1007/BF01672653
author: N. A. Mikhalochkin
author: V. V. Geletukha
published in: Journal of Mathematical Sciences (New York)
publication date: 1996-03-18T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60G35
zbMATH DE Number: 853985
zbMATH Keywords: variance matrix of a multivariate random process
zbMATH Keywords: stochastic differential system
MaRDI profile type: Publication
cites work: Q5818478
full work available at URL: https://doi.org/10.1007/bf01672653
OpenAlex ID: W2080054199
description: scientific article; zbMATH DE number 853985