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Evolution Of The Position Of A Particle SDE - MaRDI portal

Evolution Of The Position Of A Particle SDE (Q6775463)

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positions of particles evolve according to this set of coupled SDEs
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Evolution Of The Position Of A Particle SDE
positions of particles evolve according to this set of coupled SDEs

    Statements

    dXi(t)=1Nj=1NF(Xi(t)Xj(t))dt+σdWi(t)
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    𝑋(𝑡) = (𝑋₁(𝑡), …, 𝑋ₙ(𝑡)) denote the (random) system state at time 𝑡
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