Langevin description of Markov master equations II: Noise correlations

First Page		Document Content
Date: 2006-07-07 04:54:14 Mathematical 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 Download Document from Source Website File Size: 366,69 KB Share Document on Facebook

	8 Brownian motion and Itô calculus Brownian motion is a continuous analogue of simple random walks (as described in the previous part), which is very important in many practical applications. This importance has its ori DocID: 1rrfB - View Document
	Decreasing energy functions for some cellular automata E. Goles * Department of Mathematics Engineering School University of Chile DocID: 1gG9I - View Document
	DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS Volume 33, Number 4, April 2013 doi:dcdspp. 1603–1614 DocID: 1gBG7 - View Document
	The asymptotic behavior of a family of sequences .. P. Erdos Hungarian Academy of Sciences Budapest, Hungary A. Hildebrand * DocID: 1goNY - View Document
	On the periods of some graph transformations A. M. Odlyzko AT&T Bell Laboratories Murray Hill, NJD. J. Randall AT&T Bell Laboratories DocID: 1ghS0 - View Document