Stochastic differential equation

Results: 319



#Item
141Markov models / Equations / Differential equations / Stochastic differential equation / Markov property / Chapman–Kolmogorov equation / Fokker–Planck equation / Stochastic matrix / Ergodic theory / Statistics / Markov processes / Stochastic processes

Helvetica Physica Acta, Vol[removed]), Birkhiiuser Verlag, Basel lll3 Stochastic processes I: Asymptotic behaviour and symmetries 1)

Add to Reading List

Source URL: www.physik.uni-augsburg.de

Language: English - Date: 2014-07-03 04:26:02
142Mathematics / Stochastic processes / Quantum mechanics / Statistical mechanics / Stochastic differential equations / Chapman–Kolmogorov equation / Fokker–Planck equation / Poisson bracket / Hamiltonian / Statistics / Physics / Equations

Microdynamics and time-evolution of macroscopic non-Markovian systems. II

Add to Reading List

Source URL: www.physik.uni-augsburg.de

Language: English - Date: 2006-07-07 04:45:54
143Mathematical analysis / Stochastic processes / Differential equations / Equations / Stochastic differential equation / Cumulant / Itō calculus / Fokker–Planck equation / Control theory / Statistics / Stochastic calculus / Probability theory

Langevin description of Markov master equations II: Noise correlations

Add to Reading List

Source URL: www.physik.uni-augsburg.de

Language: English - Date: 2006-07-07 04:54:14
144Mathematical analysis / Stochastic processes / Stochastic calculus / Equations / Stochastic differential equation / Partial differential equation / Weak solution / Fokker–Planck equation / Uniqueness quantification / Statistics / Calculus / Differential equations

Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness Lisa Beck1, Franco Flandoli2, Massimiliano Gubinelli3, Mario Maurelli4 Abstract Linear stochastic transport and continuit

Add to Reading List

Source URL: www.math.uni-augsburg.de

Language: English - Date: 2014-01-20 09:55:27
145Markov models / Markov chain / Stochastic / Differential equation / Martingale / Size effect on structural strength / Statistics / Stochastic processes / Markov processes

Econometrica, Vol. 71, No. 3 (May, 2003), 873–903 DETERMINISTIC APPROXIMATION OF STOCHASTIC EVOLUTION IN GAMES By Michel Benaïm and Jörgen W. Weibull1 This paper provides deterministic approximation results for stoc

Add to Reading List

Source URL: pzp.hhs.se

Language: English - Date: 2011-04-14 07:30:05
146Stochastic processes / Brownian motion / Colloidal chemistry / Fractals / Robert Brown / Langevin equation / Poisson distribution / Noise / Stochastic differential equation / Statistics / Statistical mechanics / Probability and statistics

Absolute negative mobility of inertial Brownian particles induced by noise Jakub Spiechowicz Peter H¨anggi

Add to Reading List

Source URL: www.physik.uni-augsburg.de

Language: English - Date: 2013-08-22 08:06:29
147Normal distribution / Markov chain / Stochastic differential equation / Statistics / Stochastic processes / Markov models

U:/drafts/ECC09/ECC09.dvi

Add to Reading List

Source URL: www6.in.tum.de

Language: English - Date: 2013-10-23 12:08:06
148Equations / Markov models / Stochastic differential equations / Markov chain / Fokker–Planck equation / Differential equation / Langevin equation / Wiener process / Propagator / Statistics / Stochastic processes / Markov processes

On derivations and solutions of master equations and asymptotic representations

Add to Reading List

Source URL: www.physik.uni-augsburg.de

Language: English - Date: 2006-07-07 04:47:57
149Brownian motion / J. M. R. Parrondo / Stochastic differential equation / White noise / File dynamics / Itō diffusion / Statistics / Stochastic processes / Probability and statistics

Coupled Brownian Motors C. Van den Broeck 1 , P. Reimann 2, R. Kawai 3, and P. H/inggi 2 1 Limburgs Universitair Centrum, B-3590 Diepenbeek, Belgium 2 Theoretische Physik I, Universit/it Augsburg, D[removed]Augsburg, Germa

Add to Reading List

Source URL: www.physik.uni-augsburg.de

Language: English - Date: 2008-04-23 02:27:55
150Stochastic differential equation / Wiener process / Fokker–Planck equation / Fluctuation theorem / Itō diffusion / Fluctuation-dissipation theorem / Statistics / Stochastic processes / Gauss–Markov process

Linear response and fluctuation theorems for nonstationary stochastic processes

Add to Reading List

Source URL: www.physik.uni-augsburg.de

Language: English - Date: 2006-07-07 04:39:52
UPDATE