Modèles aléatoires et physique probabiliste (Q3639494)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modèles aléatoires et physique probabiliste |
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Modèles aléatoires et physique probabiliste (English)
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30 October 2009
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random models
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probabilistic physics
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quantum-physical stochastic methods
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stochastic simulations
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Markov processes
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Wiener processes
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Brownian motion: Ito integral
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Stratonovich integral
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Lyapunov exponents
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Burgers equations
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stochastic oscillations
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Korteweg-de Vries equation
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filter principle
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Kalman-Bucy filter
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auto-regressive moving-average process (ARMA process)
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Malliavin derivative
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Clark-Ocone formula
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Skohorod integral
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master equation
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Caldeira-Leggett equation
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free probabilities: non-commutative probabilities
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free stochastic calculation
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free Brownian motion
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