Stochastic differential equations

Results: 379



#Item
171Mathematics / Equations / Differential equations / Stochastic calculus / Statistical mechanics / Stochastic differential equation / Langevin equation / Laplace transform / Fokker–Planck equation / Statistics / Mathematical analysis / Stochastic processes

Correlation functions and masterequations of generalized (non-Markovian) Langevin equations

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

Language: English - Date: 2006-11-23 08:32:15
172Markov 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)

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

Language: English - Date: 2014-07-03 04:26:02
173Mathematics / 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

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

Language: English - Date: 2006-07-07 04:45:54
174Mathematical 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

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

Language: English - Date: 2006-07-07 04:54:14
175Mathematical 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

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

Language: English - Date: 2014-01-20 09:55:27
176Equations / 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

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

Language: English - Date: 2006-07-07 04:47:57
177Matrix theory / Singular value decomposition / Stochastic differential equations / Numerical linear algebra / Principal component analysis / Kalman filter / Matrix / Algebra / Linear algebra / Mathematics

1 Recursive Sparse Recovery in Large but Correlated Noise Chenlu Qiu and Namrata Vaswani

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Source URL: home.engineering.iastate.edu

Language: English - Date: 2011-10-24 11:32:50
178Markov processes / Stochastic differential equations / Generalized functions / Markov chain / Distribution / Stochastic matrix / Kalman filter / Symbol / Stochastic process / Statistics / Markov models / Mathematical analysis

U:/drafts/ITSStrans08/ITSSTrans08.dvi

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Source URL: www6.in.tum.de

Language: English - Date: 2013-10-23 12:08:29
179Logical 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
180Matrix 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
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