Relation of a new interpretation of stochastic differential equations to Itô process (Q453762)
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scientific article
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English | Relation of a new interpretation of stochastic differential equations to Itô process |
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Relation of a new interpretation of stochastic differential equations to Itô process (English)
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27 September 2012
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stochastic differential equation
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Boltzmann-Gibbs distribution
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Fokker-Planck equation
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potential function
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