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Joined 2026-09-21 Message
Incoming links: Simo Särkkä
By Simo Särkkä, Arno Solin.
Publisher: Cambridge University Press.
Online text: users.aalto.fi/~asolin/sde-book/sde-book.pdf
Cited passages: Applied Stochastic Differential Equations, Example 6.2, printed p. 81, equations (6.27)–(6.30); centered model with diffusion constant q; Applied Stochastic Differential Equations, Example 6.8, printed pp. 91–92, equations (6.73)–(6.76): steady-state variance and covariance.