𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The variance matrix of a multivariate random process of a stochastic differential system

✍ Scribed by N. A. Mikhalochkin; V. V. Geletukha

Book ID
105273814
Publisher
Springer US
Year
1994
Tongue
English
Weight
210 KB
Volume
68
Category
Article
ISSN
1573-8795

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Applications of a formula for the varian
Applications of a formula for the variance function of a stochastic process
✍ Ruzong Fan; Kenneth Lange; Edsel PeΓ±a πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 104 KB

This paper uses ItΓ΄'s formula to obtain a representation of the variance function of a class of stochastic processes having right continuous paths with left limits. The representation allows one to generalize recent results of Ball and Faddy concerning over-and under-dispersion of pure birth process

Asymptotic behavior of a stochastic grow
Asymptotic behavior of a stochastic growth process associated with a system of interacting branching random walks
✍ Alejandro F. Ramı́ rez; Vladas Sidoravicius πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 76 KB

We study a continuous time growth process on Z d (d 1) associated to the following interacting particle system: initially there is only one simple symmetric continuous time random walk of total jump rate one located at the origin; then, whenever a random walk visits a site still unvisited by any oth