Fokker–Planck equation - PDFSEARCH.IO - Document Search Engine

Fokker–Planck equation
Results: 44

#	Item
11	ML Estimation of the Parameters of SDEs by Numerical Solution of the Fokker-Planck Equation Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 18:12:12 Stochastic processes Differential equations Equations Multivariable calculus Partial differential equation Fokker–Planck equation Maximum likelihood Normal distribution Finite difference method Statistics Calculus Mathematical analysis
12	PDF Document Add to Reading List Source URL: www.epj-conferences.org Language: English Plasma physics Equations Space plasmas Plasma Electron Momentum Fokker–Planck equation Cyclotron Magnetohydrodynamics Physics Physical quantities Introductory physics
13	CHAOS 21, Biased Brownian motion in extremely corrugated tubes S. Martens,1,a) G. Schmid,2 L. Schimansky-Geier,1 and P. Ha¨nggi2 1 Add to Reading List Source URL: www.physik.uni-augsburg.de Language: English - Date: 2012-01-09 02:30:38 Statistics Physics Probability and statistics Transport phenomena Colloidal chemistry Einstein relation Brownian motion Diffusion equation Fokker–Planck equation Diffusion Statistical mechanics Stochastic processes
14	1116 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 45, NO. 6, JUNE 2000 Nonlinear Feedback Systems Perturbed by Noise: Steady-State Probability Distributions and Optimal Add to Reading List Source URL: hrl.harvard.edu Language: English - Date: 2003-11-10 22:24:03 Systems theory Physical chemistry Quantum mechanics Stochastic processes Lyapunov stability Control theory Steady state Fokker–Planck equation Statistical mechanics Science Physics Equations
15	Diffusion Maps, Spectral Clustering and Eigenfunctions of Fokker-Planck Operators Boaz Nadler∗ St´ephane Lafon Ronald R. Coifman Department of Mathematics, Yale University, New Haven, CT 06520. {boaz.nadler,stephane.l Add to Reading List Source URL: www.wisdom.weizmann.ac.il Language: English - Date: 2006-05-04 10:36:46 Multivariate statistics Singular value decomposition Matrix theory Linear algebra Markov processes Eigenvalues and eigenvectors Principal component analysis Heat equation Information bottleneck method Algebra Mathematics Statistics
16	POWER-LAW DISTRIBUTION FUNCTIONS IN HOMOGENEOUS PLASMAS Ilan Roth Space Sciences Laboratory, University of California, Berkeley, CA 94720, USA E-mail: Add to Reading List Source URL: physics.bgu.ac.il Language: English - Date: 2014-01-24 14:15:25 Stochastic processes Physics Equations Distribution function Ludwig Boltzmann Plasma Brownian motion Fokker–Planck equation Power law Statistical mechanics Statistics Probability and statistics
17	Stochastic Calculus of Heston’s Stochastic–Volatility Model Floyd B. Hansona Department of Mathematics, Statistics, and Computer Science University of Illinois at Chicago Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-09 08:37:44 Stochastic volatility Geometric Brownian motion Volatility Heston model Stochastic calculus Wiener process Brownian motion Fokker–Planck equation Heston Statistics Stochastic processes Mathematical finance
18	Conditional Density Models for Asset Pricing Lane P. Hughston Department of Mathematics Imperial College London London SW7 2AZ, United Kingdom [removed] Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-23 17:13:36 Lane P. Hughston Option Stochastic volatility Futures contract Volatility Risk-neutral measure Fokker–Planck equation Mathematical finance Financial economics Finance
19	Correlation functions and masterequations of generalized (non-Markovian) Langevin equations Add to Reading List Source URL: www.physik.uni-augsburg.de Language: English - Date: 2006-11-23 08:32:15 Mathematics Equations Differential equations Stochastic calculus Statistical mechanics Stochastic differential equation Langevin equation Laplace transform Fokker–Planck equation Statistics Mathematical analysis Stochastic processes
20	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 Markov models Equations Differential equations Stochastic differential equation Markov property Chapman–Kolmogorov equation Fokker–Planck equation Stochastic matrix Ergodic theory Statistics Markov processes Stochastic processes