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Stochastic Processes and Applications - MaRDI portal

Stochastic Processes and Applications (Q5168431)

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scientific article; zbMATH DE number 6313590
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English
Stochastic Processes and Applications
scientific article; zbMATH DE number 6313590

    Statements

    title
    Stochastic Processes and Applications (English)
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    publication date
    4 July 2014
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    zbMATH Keywords
    stochastic process
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    Brownian motion
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    diffusion process
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    Itō calculus
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    Langevin equation
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    Fokker-Planck equation
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    Identifiers

    Mathematics Subject Classification ID
    60-01
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    60G05
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    60H10
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    60H35
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    zbMATH DE Number
    6313590
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    OpenAlex ID
    W4238209390
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