Stochastic Difference Equations is a mathematical model that characterizes the evolution of dynamical systems over discrete time steps under the influence of random perturbations, distinguishing it from deterministic difference equations by incorporating stochastic processes to represent uncertainty in state transitions.
292
Publications
16.4K
Citations
436
Authors
250
Institutions
Publications per year
2017–2026
33
Publications
292
On the Statistical Treatment of Linear Stochastic Difference Equations
H. B. Mann, Abraham Wald · Econometrica · 1943 · 768 citations
1–5 of 292
Authors
436
- LS
12
h-index
- AR
10
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- HZ
10
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- XM
7
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- JX
6
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1–5 of 436
Institutions
250
Donetsk State University of Management
Mariupol, Ukraine
11 h-index
11 publications
252 citations
University of the West Indies System
Kingston, Jamaica
9 h-index
9 publications
182 citations
Shandong University of Science and Technology
Qingdao, China
9 h-index
15 publications
558 citations
Shandong University
Jinan, China
9 h-index
17 publications
373 citations
University of the West Indies
Kingston, Jamaica
8 h-index
8 publications
178 citations
University of Strathclyde
Glasgow, United Kingdom
7 h-index
12 publications
276 citations
Purdue University West Lafayette
West Lafayette, United States
7 h-index
14 publications
468 citations
Cornell University
Ithaca, United States
6 h-index
10 publications
1.8K citations
1–8 of 250
Venues
- IEEE Transactions on Automatic Control
17 publications · 550 citations
15
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- The Journal of Difference Equations and Applications
11 publications · 214 citations
10
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- Advances in Applied Probability
AAP · 10 publications · 1.3K citations
10
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- Journal of Applied Probability
JAP · 8 publications · 267 citations
8
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- Econometrica
7 publications · 1.2K citations
7
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1–5