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The analysis of irregularly observed stochastic astronomical time-series – I. Basics of linear stochastic differential equations

✍ Scribed by Chris Koen


Book ID
110838806
Publisher
John Wiley and Sons
Year
2005
Tongue
English
Weight
605 KB
Volume
361
Category
Article
ISSN
0035-8711

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✍ Marija Milošević; Miljana Jovanović 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 282 KB

The subject of this paper is the analytic approximation method for solving stochastic differential equations with time-dependent delay. Approximate equations are defined on equidistant partitions of the time interval, and their coefficients are Taylor approximations of the coefficients of the initia