Stochastic Differential Equations Describing Systems with Coloured Noise
Author:
Affiliation:
1. Department of Mathematics , Brno University of Technology , Brno , Czech Republic
2. Department of Radio Electronic , Brno University of Technology , Brno , Czech Republic
Abstract
Publisher
Walter de Gruyter GmbH
Subject
General Mathematics
Link
https://www.sciendo.com/pdf/10.2478/tmmp-2018-0009
Reference10 articles.
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2. [2] ØKSENDAL, B.: Stochastic Differential Equations, An Introduction with Applications. Springer-Verlag, Berlin, 2000.
3. [3] BRANČÍK, L.: Time and Laplace-domain methods for MTL transient and sensitivity analysis, COMPEL—The International Journal for Computation and Mathematics in Electrical and Electronic Engineering 30, 2011, no. 4, 1205–1223.10.1108/03321641111133136
4. [4] KLOEDEN, P.—PLATEN, E.—SCHURZ, H.: Numerical Solution of SDE Through Computer Experiments. Springer-Verlag, Berlin, 1997.
5. [5] DZHALLADOVA, I.—MICHALKOVÁ, M.—RŮŽIČKOVÁ, M. : Model of stabilizing of the interest rate on deposits banking system using by moment equatioons Tatra Mt. Math. Publ. 54 (2013), 4–59.
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