Add to ORKGThe equations of physics are deterministic rather than stochastic in nature. Stochastic differential equations are used to approximate reality. They are introduced because systems are too complex to be described in detail, or simply because a detailed description is too difficult to handle. The stochastic aspect is introduced to model incomplete knowledge
As mentioned in previous notes, there exist derivations of the Schrodinger equation in the literatur...
Stochastic differential equations (SDEs) models play a crucial role in many field of science such as...
We discuss the early investigations of Brownian motion as a stochas-tic process by surveying contrib...
1.1 Why and how do stochastic processes enter into physics?... 1 1.2 Brownian Motion: a stochastic p...
In this Chapter, the basic concepts of stochastic integration are explained in a way that is readily...
C. Doleans-Dade: Stochastic processes and stochastic differential equations.- A. Friedman: Stochasti...
The lecture outlines the most important mathematical facts about stochastic processes which are desc...
We consider in this paper mathematical models that describe physical processes, applying stochastic ...
In this paper, I review the link between stochastic processes and partial dif-ferential equations. I...
One century after Einstein’s work, Brownian motion still remains both a fundamental open issue and a...
Stochastic Calculus has found a wide range of applications in analyzing the evolution of many natura...
Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come ei...
The purpose of this report is to introduce the engineer to the area of stochastic differential equat...
98 p. ; ill. ; 30 cmThe differential calculation gives a setting in the notion of ordinary differen...
Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come ei...
As mentioned in previous notes, there exist derivations of the Schrodinger equation in the literatur...
Stochastic differential equations (SDEs) models play a crucial role in many field of science such as...
We discuss the early investigations of Brownian motion as a stochas-tic process by surveying contrib...
1.1 Why and how do stochastic processes enter into physics?... 1 1.2 Brownian Motion: a stochastic p...
In this Chapter, the basic concepts of stochastic integration are explained in a way that is readily...
C. Doleans-Dade: Stochastic processes and stochastic differential equations.- A. Friedman: Stochasti...
The lecture outlines the most important mathematical facts about stochastic processes which are desc...
We consider in this paper mathematical models that describe physical processes, applying stochastic ...
In this paper, I review the link between stochastic processes and partial dif-ferential equations. I...
One century after Einstein’s work, Brownian motion still remains both a fundamental open issue and a...
Stochastic Calculus has found a wide range of applications in analyzing the evolution of many natura...
Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come ei...
The purpose of this report is to introduce the engineer to the area of stochastic differential equat...
98 p. ; ill. ; 30 cmThe differential calculation gives a setting in the notion of ordinary differen...
Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come ei...
As mentioned in previous notes, there exist derivations of the Schrodinger equation in the literatur...
Stochastic differential equations (SDEs) models play a crucial role in many field of science such as...
We discuss the early investigations of Brownian motion as a stochas-tic process by surveying contrib...