Synthesis of Stochastic Differential Equations

This chapter contains sections titled: Introduction Modeling of a Scalar Random Process Using a First Order SDE Modeling of a One-Dimensional Random Process on the Basis of a Vector SDE Synthesis of a One-Dimensional Process with a Gaussian Marginal PDF and Non-Exponential Correlation Synthesis of Compound Processes Synthesis of Impulse Processes Synthesis of an SDE with Random Structure