A Technique of Finding the Variance of a Stochastic Integral Equation
| Autor: | Sen, P., Bartoszynski, R. |
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| Zdroj: | Calcutta Statistical Association Bulletin; September 1993, Vol. 43 Issue: 3-4 p145-154, 10p |
| Abstrakt: | Kinetic models are commonly used in modeling biological systems. The paper starts with a kinetic model which it converts into a stochastic model, and describes a technique to calculate the variance of the random variable which describes the system. This method of calculation gives an alternative to Ito calculus. |
| Databáze: | Supplemental Index |
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