Stochastic differential equations: an approach to the generation of continuous non-Gaussian processes
- 1 January 1995
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Signal Processing
- Vol. 43 (10) , 2372-2385
- https://doi.org/10.1109/78.469853
Abstract
No abstract availableKeywords
This publication has 13 references indexed in Scilit:
- Generation and analysis of non-Gaussian Markov time seriesIEEE Transactions on Signal Processing, 1992
- Numerical Solution of Stochastic Differential EquationsPublished by Springer Nature ,1992
- Modelling and simulation of non-Rayleigh radar clutterIEE Proceedings F Radar and Signal Processing, 1991
- Topics in Differential and Integral Equations and Operator TheoryPublished by Springer Nature ,1983
- Itô versus StratonovichJournal of Statistical Physics, 1981
- A Model of HF Impulsive Atmospheric NoiseIEEE Transactions on Electromagnetic Compatibility, 1974
- Detection and estimation of signals in noise when one or both are non-GaussianProceedings of the IEEE, 1970
- The innovations approach to detection and estimation theoryProceedings of the IEEE, 1970
- The construction of a class of stationary Markoff processesProceedings of Symposia in Applied Mathematics, 1964
- The m-Distribution—A General Formula of Intensity Distribution of Rapid FadingPublished by Elsevier ,1960