Langevin particle in Gaussian noise (Q1594547)

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Langevin particle in Gaussian noise
scientific article

    Statements

    title
    Langevin particle in Gaussian noise (English)
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    author
    A. N. Grigorenko
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    publication date
    31 January 2001
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    zbMATH Keywords
    memory
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    most probable trajectories
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    Girsanov formula
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    Identifiers

    zbMATH DE Number
    1560030
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