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Genotype selection model with two time-correlated white noises

✍ Scribed by X.-M. Zhang; B.-Q. Ai

Book ID
111623287
Publisher
Springer
Year
2010
Tongue
English
Weight
187 KB
Volume
73
Category
Article
ISSN
1434-6036

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On stochastic differential equations wit
On stochastic differential equations with non-white noise having small correlation times
✍ Menelaos Lambiris; Martin Leibowitz πŸ“‚ Article πŸ“… 1980 πŸ› Elsevier Science 🌐 English βš– 464 KB

This is an extension of an earlier paper by the second author. In the previous work, an algorithm was derived for the moments of an homogeneous equation with noise similar to the white noise, but has small, finite correlafion time. In the present work this algorithm is extended for an inhomogeneous