We consider a multivariate continuous-time process, generated by a system of linear stochastic differential equations, driven by white noise, and involving coefficients that possibly vary over time.

In movies or on TV, a wheel can seem to rotate backwards, due to the temporal subsampling inherent in the recording process (the wagon wheel illusion). Surprisingly, this effect has also been reported ...

Ali Hussain has a background that consists of a career in finance with large financial institutions and in journalism covering business. Vikki Velasquez is a researcher and writer who has managed, ...