V. I. Sinitsyn, “A new approximate method for finding the one-dimensional distribution of a vector process defined by a stochastic differential equation”, Dokl. Akad. Nauk SSSR, 1989, Volume 309, Number 3,Pages <nobr>541

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Dokl. Akad. Nauk SSSR, 1989 Volume 309, Number 3, Pages 541–544 (Mi dan6857)

MATHEMATICS

A new approximate method for finding the one-dimensional distribution of a vector process defined by a stochastic differential equation

V. I. Sinitsyn

Moscow Aviation Institute

UDC: 519.25

Presented: V. S. Pugachev
Received: 28.06.1988

Fulltext: PDF file (235 kB)

English version: Doklady Mathematics, 1990, 40:3, 547–551

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