Relation of a New Interpretation of Stochastic Differential Equations to Ito Process
نویسندگان
چکیده
منابع مشابه
Relation of a New Interpretation of Stochastic Differential Equations to Ito Process
Stochastic differential equations (SDE) are widely used in modeling stochastic dynamics in literature. However, SDE alone is not enough to determine a unique process. A specified interpretation for stochastic integration is needed. Different interpretations specify different dynamics. Recently, a new interpretation of SDE is put forward by one of us. This interpretation has a built-in Boltzmann...
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ژورنال
عنوان ژورنال: Journal of Statistical Physics
سال: 2012
ISSN: 0022-4715,1572-9613
DOI: 10.1007/s10955-012-0532-8