3
votes
1answer
267 views

How do you use fourier transforms to perform a deconvolution

I've been trying to teach myself about deconvolution through fourier transforms, but I seem to be missing something simple, as my results are garbage. I start by defining a test function and a window ...
0
votes
0answers
96 views

Cross-correlation in SDEs

Is it possible to derive a cross-correlation function between a stochastic variable and a state-variable in an SDE, such as for the simple model here, or better between two state variables in a two ...