Stochastic differential equation

Results: 319



#Item
151Logical truth / Statistical mechanics / Probability and statistics / Langevin equation / Fokker–Planck equation / Stochastic differential equation / Itō diffusion / Anthony E. Siegman / Statistics / Stochastic processes / Equations

Bistable flow driven by coloured gaussian noise: A critical study

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

Language: English - Date: 2006-07-07 04:57:16
152Statistics / Langevin equation / Brownian motion / Stochastic differential equation / Fluctuation theorem / Fluctuation-dissipation theorem / Brownian motor / Green–Kubo relations / Dynamics / Statistical mechanics / Physics / Probability and statistics

CHAOS 15, 026101 共2005兲 Introduction: 100 years of Brownian motion Peter Hänggi Institut für Physik, Universität Augsburg, 86135 Augsburg, Germany

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

Language: English - Date: 2005-06-21 02:21:32
153Matrix theory / Abstract algebra / Stochastic differential equations / Control theory / Kalman filter / Eigenvalues and eigenvectors / Differential equation / Linear differential equation / Matrix exponential / Algebra / Mathematics / Linear algebra

SESSION IX : THEORY OF DEFORMATION ANALYSIS IDENTIFICATION OF PHYSICAL PARAMETERS BY MEANS OF DIFFERENTIAL EQUATIONS IN THE ADAPTIVE DYNAMIC FILTER MODEL Andreas Eichhorn, Wolfgang Möhlenbrink Institute for Application

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Source URL: www.fig.net

Language: English - Date: 2010-11-10 04:37:27
154Statistical mechanics / Partial differential equations / Quantum mechanics / Equations / Stochastic differential equation / Langevin equation / Path integral formulation / Brownian motion / Schrödinger equation / Physics / Statistics / Stochastic processes

This article appeared in a journal published by Elsevier. The attached copy is furnished to the author for internal non-commercial research and education use, including for instruction at the authors institution and shar

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

Language: English - Date: 2009-02-13 01:53:56
155Multivariable calculus / Stochastic processes / Differential equation / Random walk / Multiple integral / Eigenvalues and eigenvectors / Partial differential equation / Heat equation / Calculus / Mathematics / Mathematical analysis

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Source URL: doc.utwente.nl

Language: English - Date: 2011-08-28 13:46:20
156Mathematical analysis / Stochastic processes / Non-equilibrium thermodynamics / Equations / Differential equations / Fluctuation-dissipation theorem / Stochastic differential equation / Langevin equation / Detailed balance / Statistics / Probability and statistics / Statistical mechanics

Helvetica Physica Acta, Vol[removed]), Birkhliuser Verlag, Basel 202 Stochastic processes II: Response theory and fluctuation theorems 1)

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

Language: English - Date: 2014-07-03 04:34:36
157Markov chain / Stationary process / Random walk / Wiener process / Central limit theorem / Large deviations theory / Mixing / Stochastic differential equation / Brownian motion / Statistics / Stochastic processes / Ergodic theory

Almost None of the Theory of Stochastic Processes A Course on Random Processes, for Students of Measure-Theoretic Probability, with a View to Applications in Dynamics and Statistics Cosma Rohilla Shalizi with Aryeh Kont

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Source URL: www.stat.cmu.edu

Language: English - Date: 2010-07-03 21:43:24
158Epidemiology / Epidemic model / Public health / Population model / Markov chain / Economic model / Differential equation / Ornstein–Uhlenbeck process / Statistics / Statistical models / Stochastic processes

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Source URL: wrap.warwick.ac.uk

Language: English - Date: 2012-05-29 04:10:08
159Stochastic processes / Mathematics / Stochastic calculus / Stochastic differential equation / Partial differential equation / Envelope / Itō diffusion / Calculus / Differential equations / Mathematical analysis

The Annals of Probability 1996, Vol. 24, No. 4, 2024–2056 BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH REFLECTION AND DYNKIN GAMES1 By Jaksˇ a Cvitanic´ and Ioannis Karatzas

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Source URL: authors.library.caltech.edu

Language: English - Date: 2012-12-26 09:46:16
160Stochastic calculus / Equations / Statistical mechanics / Stochastic differential equation / Langevin equation / Poisson process / Fokker–Planck equation / Differential equation / Stratonovich integral / Statistics / Stochastic processes / Mathematical analysis

Langevin description of markovian integro-differential master equations

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

Language: English - Date: 2006-07-07 04:51:43
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