Fokker–Planck equation

Results: 44



#Item
21Mathematics / 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
22Mathematical 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
23Mathematical 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
24Equations / 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
25Stochastic 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

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

Language: English - Date: 2006-07-07 04:39:52
26Logical 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
27Stochastic 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
28Probability and statistics / Equations / Stochastic calculus / Stochastic differential equation / Langevin equation / Fokker–Planck equation / Brownian motion / Differential equation / Fluctuation-dissipation theorem / Statistics / Stochastic processes / Statistical mechanics

© 1980 by Schweizerische Physikalische Gesellschaft Societe Suisse de Physique - Socieu\ Fisica Svizzera Nachdruck verboten - Tous droits reserves- Printed in Switzerland Hel vetica Physica Acta Vol. 53, 1980

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

Language: English - Date: 2014-07-03 04:30:41
29Probability and statistics / Fokker–Planck equation / Economic model / Macroeconomic model / Langevin equation / Markov chain / Mathematical optimization / Equations / Statistics / Stochastic processes

The Inter-industry Propagation of Technical Change Formulation of a dynamic price system and its application to a stochasitc differential equation Hitoshi Hayami

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Source URL: www.sanken.keio.ac.jp

Language: English - Date: 2009-02-17 04:06:38
30Statistical mechanics / Stochastic differential equations / Fokker–Planck equation / Ornstein–Uhlenbeck process / Langevin equation / Brownian motion / Wiener process / Diffusion process / Diffusion equation / Statistics / Stochastic processes / Equations

PDF Document

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Source URL: www.wiley-vch.de

Language: English - Date: 2009-07-16 21:04:11
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