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On stochastic differential equations with a small time lag

✍ Scribed by T. A. Kuznetsova


Publisher
SP MAIK Nauka/Interperiodica
Year
1975
Tongue
English
Weight
281 KB
Volume
17
Category
Article
ISSN
0001-4346

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On stochastic differential equations wit
✍ 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