0534260 - FGÚ 2021 RIV NL eng J - Journal Article
Ascione, G. - D´Onofrio, G. - Košťál, Lubomír - Pirozzi, E.
An optimal Gauss-Markov approximation for a process with stochastic drift and applications.
Stochastic Processes and their Applications. Roč. 130, č. 11 (2020), s. 6481-6514. ISSN 0304-4149. E-ISSN 1879-209X
R&D Projects: GA ČR(CZ) GA20-10251S
Institutional support: RVO:67985823
Keywords : stochastic differential equations * optimality conditions * shot noise * neuronal models
OECD category: Statistics and probability
Impact factor: 1.467, year: 2020
Method of publishing: Limited access
https://doi.org/10.1016/j.spa.2020.05.018
Permanent Link: http://hdl.handle.net/11104/0312486
Ascione, G. - D´Onofrio, G. - Košťál, Lubomír - Pirozzi, E.
An optimal Gauss-Markov approximation for a process with stochastic drift and applications.
Stochastic Processes and their Applications. Roč. 130, č. 11 (2020), s. 6481-6514. ISSN 0304-4149. E-ISSN 1879-209X
R&D Projects: GA ČR(CZ) GA20-10251S
Institutional support: RVO:67985823
Keywords : stochastic differential equations * optimality conditions * shot noise * neuronal models
OECD category: Statistics and probability
Impact factor: 1.467, year: 2020
Method of publishing: Limited access
https://doi.org/10.1016/j.spa.2020.05.018
Permanent Link: http://hdl.handle.net/11104/0312486