Stochastic Differential Equations Describing Systems with Coloured Noise

Data publikacji: 25 sty 2019

Zakres stron: 99 - 107

Otrzymano: 11 gru 2017

DOI: https://doi.org/10.2478/tmmp-2018-0009

Słowa kluczowe

Stochastic integral equations, Wiener process, Itô formula, white noise, coloured noise, higher-order ladder network, transmission line model

© 2018 Edita Kolářová et al., published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.