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Hammerstein stochastic integral equation
I'm in trouble with the following integral equation: $$\phi(t)=\rho\int_0^1 t^2 s \phi(s)^2 ds+\nu(t)$$ where $\nu(t)$ is a white gaussian noise with variance $\sigma$ and mean value $\mu$. Is it ...
Mar 9 '12 at 8:49
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