A method for the calculation of characteristics for the solution to stochastic differential equations (Q2409053)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A method for the calculation of characteristics for the solution to stochastic differential equations |
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A method for the calculation of characteristics for the solution to stochastic differential equations (English)
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10 October 2017
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stochastic differential equation
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transition probability function
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Fokker-Planck equation
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Fokker-Planck operator
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eigenfunctions expansion
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numerical experiment
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