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Solution of stochastic differential equations by random time change

✍ Scribed by Shinzo Watanabe


Publisher
Springer
Year
1975
Tongue
English
Weight
295 KB
Volume
2
Category
Article
ISSN
0095-4616

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πŸ“œ SIMILAR VOLUMES


Analytic stochastic process solutions of
✍ G. Calbo; J.-C. CortΓ©s; L. JΓ³dar; L. Villafuerte πŸ“‚ Article πŸ“… 2010 πŸ› Elsevier Science 🌐 English βš– 265 KB

In this work, trigonometric stochastic processes arise as mean square solutions of random differential equations, using a random FrΓΆbenius method. Important operational properties of the trigonometric stochastic processes are established.