V. I. Sinitsyn, “Determination of multidimensional distributions of a process, defined by a stochastic differential equation, by the ellipsoidal approximation method”, Dokl. Akad. Nauk SSSR, 1991, Volume 320, Number 2,Pages <nobr>289

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Dokl. Akad. Nauk SSSR, 1991 Volume 320, Number 2, Pages 289–294 (Mi dan5844)

MATHEMATICS

Determination of multidimensional distributions of a process, defined by a stochastic differential equation, by the ellipsoidal approximation method

V. I. Sinitsyn

Moscow Aviation Institute

UDC: 519.25

Presented: V. S. Pugachev
Received: 06.06.1991

Fulltext: PDF file (298 kB)

English version: Doklady Mathematics, 1992, 44:2, 446–452

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