Covariation Analysis of Diffusion Multiplicative Cocycles

Abstracts of the 17th International Conference on Mathematical Modelling and Analysis 2012
Jevgeņijs Carkovs, Kārlis Šadurskis

Paper deals with Gaussian multiplicative cocycle over stochastic differential equation defined as Cauchy matrix family.

Keywords
stochastic diffusion process, cocycle, stability, Markov process

Carkovs, J., Šadurskis, K. Covariation Analysis of Diffusion Multiplicative Cocycles. In: Abstracts of the 17th International Conference on Mathematical Modelling and Analysis, Estonia, Tallinn, 6-9 June, 2012. Tallinn: Tallinn University of Technology, 2012, pp.28-28.

Publication language
English (en)