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)