ФОРМУЛА ЗИГЕРТА ДЛЯ МНОГОМЕРНЫХ СЛУЧАЙНЫХ ПРОЦЕССОВ ОРНШТЕЙНА – УЛЕНБЕКА
DOI:
https://doi.org/10.52575/2687-0959-2021-53-2-97–113Ключевые слова:
элементарные гауссовские процессы, многомерный процесс Орнштейна – Уленбека, матричное уравнение Риккати, белый шум, уравнение КолмогороваАннотация
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