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Relation of a new interpretation of stochastic differential equations to Itô process - MaRDI portal

Relation of a new interpretation of stochastic differential equations to Itô process (Q453762)

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Relation of a new interpretation of stochastic differential equations to Itô process
scientific article

    Statements

    title
    Relation of a new interpretation of stochastic differential equations to Itô process (English)
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    author
    Jianghong Shi
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    Tianqi Chen
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    Ruoshi Yuan
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    Ping Ao
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    Bo Yuan
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    publication date
    27 September 2012
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    zbMATH Keywords
    stochastic differential equation
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    Boltzmann-Gibbs distribution
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    Fokker-Planck equation
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    potential function
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    Identifiers

    Mathematics Subject Classification ID
    82C31
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    60H15
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    37H10
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    zbMATH DE Number
    6087764
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    OpenAlex ID
    W2950407062
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    arXiv ID
    1111.2987
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