Citation: Yv. Mamontov et al., Modelling of high-dimensional diffusion stochastic process with nonlinear coefficients for engineering applications - part I: Approximations for expectation and variance of nonstationary process, MATH MOD M, 9(8), 1999, pp. 1201-1246
Citation: Yv. Mamontov et M. Willander, Modelling of high-dimensional diffusion stochastic process with nonlinear coefficients for engineering applications - part II: Approximations for covariance and spectral density of stationary process, MATH MOD M, 9(8), 1999, pp. 1247-1277