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.
Atslēgas vārdi
stochastic diffusion process, cocycle, stability, Markov process
Carkovs, J., Šadurskis, K. Covariation Analysis of Diffusion Multiplicative Cocycles. No: Abstracts of the 17th International Conference on Mathematical Modelling and Analysis, Igaunija, Tallinn, 6.-9. jūnijs, 2012. Tallinn: Tallinn University of Technology, 2012, 28.-28.lpp.
Publikācijas valoda
English (en)