Simplified formulas for the mean and variance of linear stochastic differential equations

  1. Jimenez, J.C.
Journal:
Applied Mathematics Letters

ISSN: 1873-5452 0893-9659

Year of publication: 2015

Volume: 49

Pages: 12-19

Type: Article

DOI: 10.1016/J.AML.2015.04.009 GOOGLE SCHOLAR lock_openOpen access editor