Fundamentals of higher order stochastic equations
DOI10.1088/1751-8113/47/33/335001zbMath1302.60140OpenAlexW1991355695MaRDI QIDQ2878637
Publication date: 4 September 2014
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/1751-8113/47/33/335001
Wigner distributionquantum simulationpolar methodGaussian approachstochastic higher-order differential equation
Other physical applications of random processes (60K40) Applications of stochastic analysis (to PDEs, etc.) (60H30) Path integrals in quantum mechanics (81S40) Phase-space methods including Wigner distributions, etc. applied to problems in quantum mechanics (81S30) Numerical solutions to stochastic differential and integral equations (65C30)
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