Usage of processes with continuous time in the study of stochastic recurrent sequences
Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 6 (2010), pp. 13-18
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The paper proposes a new approach connected with consideration of stochastic difference sequences like sequences of observations (in deterministic or random moments of time) of a continuous time process satisfying a stochastic differential equation.
@article{VMUMM_2010_6_a2,
author = {A. A. Goldaeva},
title = {Usage of processes with continuous time in the study of stochastic recurrent sequences},
journal = {Vestnik Moskovskogo universiteta. Matematika, mehanika},
pages = {13--18},
publisher = {mathdoc},
number = {6},
year = {2010},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/VMUMM_2010_6_a2/}
}
TY - JOUR AU - A. A. Goldaeva TI - Usage of processes with continuous time in the study of stochastic recurrent sequences JO - Vestnik Moskovskogo universiteta. Matematika, mehanika PY - 2010 SP - 13 EP - 18 IS - 6 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/VMUMM_2010_6_a2/ LA - ru ID - VMUMM_2010_6_a2 ER -
A. A. Goldaeva. Usage of processes with continuous time in the study of stochastic recurrent sequences. Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 6 (2010), pp. 13-18. http://geodesic.mathdoc.fr/item/VMUMM_2010_6_a2/