Elements of Stochastic Dynamics (Q2820473)

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Elements of Stochastic Dynamics
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    Elements of Stochastic Dynamics (English)
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    9 September 2016
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    stochastic dynamical system
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    stochastic processes
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    white noise
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    stochastic ordinary differential equation
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    stationary density
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    approximate solution
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    real diffusion processes
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    Itô calculus
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    stability
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    asymptotic stability
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    bifurcation
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    hitting time
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    simulation
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