Beyond Itô versus Stratonovich
DOI10.1088/1742-5468/2012/07/P07010zbMath1456.60168arXiv1203.6600OpenAlexW3123267254MaRDI QIDQ3301372
Publication date: 11 August 2020
Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.6600
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Stochastic integral equations (60H20)
Related Items (9)
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