Modèles aléatoires et physique probabiliste

DOI10.1007/978-2-287-99308-4zbMath1180.60003OpenAlexW566279116MaRDI QIDQ3639494

Franck Jedrzejewski

Publication date: 30 October 2009

Full work available at URL: https://doi.org/10.1007/978-2-287-99308-4

zbMATH Keywords

Wiener processesMarkov processesfree Brownian motionLyapunov exponentsBurgers equationsstochastic simulationsClark-Ocone formulaKorteweg-de Vries equationstochastic oscillationsmaster equationCaldeira-Leggett equationStratonovich integralMalliavin derivativeKalman-Bucy filterrandom modelsfilter principleauto-regressive moving-average process (ARMA process)Brownian motion: Ito integralfree probabilities: non-commutative probabilitiesfree stochastic calculationprobabilistic physicsquantum-physical stochastic methodsSkohorod integral

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Applications of statistics to physics (62P35) Stochastic mechanics (including stochastic electrodynamics) (81P20) Physics (00A79) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistical mechanics (82-01) Stochastic processes (60Gxx)

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