Probability distribution of an integral quadratic functional on the trajectories of a complex-valued Ornstein-Uhlenbeck process

Author: Virchenko Yu.   Mazmanishvili A.  

Publisher: Springer Publishing Company

ISSN: 1060-0396

Source: Cybernetics and Systems Analysis, Vol.40, Iss.6, 2004-11, pp. : 899-907

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Abstract