A new approach for time-variant probability density function of the maximal value of stochastic dynamical systems (Q2194342)
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scientific article; zbMATH DE number 7239689
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| English | A new approach for time-variant probability density function of the maximal value of stochastic dynamical systems |
scientific article; zbMATH DE number 7239689 |
Statements
A new approach for time-variant probability density function of the maximal value of stochastic dynamical systems (English)
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25 August 2020
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maximal value process
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extreme value distribution
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Markov process
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stochastic dynamical system
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Chapman-Kolmogorov equation
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path integral solution
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0.86807793
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0.8673447
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0.8667444
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0.8652507
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0.86376727
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0.8636116
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0.8633849
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