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Stochastic Differential Equations Describing Systems with Coloured Noise Cover

Stochastic Differential Equations Describing Systems with Coloured Noise

Tatra Mountains Mathematical Publications
Volume 71 (2018): Issue 1 (December 2018)
By: Edita Kolářová and  Lubomír Brančík  
Open Access
|Jan 2019

Authors

Edita Kolářová

kolara@feec.vutbr.cz

Department of Mathematics, Brno University of Technology, Brno

Lubomír Brančík

brancik@feec.vutbr.cz

Department of Radio Electronic, Brno University of Technology, Brno
DOI: https://doi.org/10.2478/tmmp-2018-0009 | Journal eISSN: 1338-9750 | Journal ISSN: 12103195
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Language: English
Page range: 99 - 107
Submitted on: Dec 11, 2017
Published on: Jan 25, 2019
Published by: Slovak Academy of Sciences, Mathematical Institute
In partnership with: Paradigm Publishing Services
Publication frequency: 3 issues per year
Keywords:
Stochastic integral equations,
Wiener process,
Itô formula,
white noise,
coloured noise,
higher-order ladder network,
transmission line model
Related subjects:
Mathematics,
General mathematics

© 2019 Edita Kolářová, Lubomír Brančík, published by Slovak Academy of Sciences, Mathematical Institute
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

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