ФОРМУЛА ЗИГЕРТА ДЛЯ МНОГОМЕРНЫХ СЛУЧАЙНЫХ ПРОЦЕССОВ ОРНШТЕЙНА – УЛЕНБЕКА

Авторы

  • Ю. П. Вирченко Белгородский государственный национальный исследовательский университет http://orcid.org/0000-0002-5413-6179
  • Н. Н. Витохина Белгородский государственный национальный исследовательский университет http://orcid.org/0000-0003-1986-299X

Ключевые слова:

элементарные гауссовские процессы, многомерный процесс Орнштейна – Уленбека, матричное уравнение Риккати, белый шум, уравнение Колмогорова

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Опубликован

2021-06-29

Как цитировать

Вирченко, Ю. П., & Витохина, Н. Н. (2021). ФОРМУЛА ЗИГЕРТА ДЛЯ МНОГОМЕРНЫХ СЛУЧАЙНЫХ ПРОЦЕССОВ ОРНШТЕЙНА – УЛЕНБЕКА. Прикладная математика & Физика, 53(2), 97–113. извлечено от http://maths-physics-journal.ru/index.php/journal/article/view/65

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Математика