Langevin equations and data analysis

MaRDI QIDQ3362372zbMATH OpenFDO

Authors Yasunori Okabe

Publication date 1991

zbMATH Keywords

developments in the theory of Langevin equationsfluctuation-dissipation theoremlinear responsestationary processesstationary solutionsurveytest of causal dependence of weakly stationary processes

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(9)

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• Data-driven molecular modeling with the generalized Langevin equation
• New algorithms for Luria-Delbrück fluctuation analysis
• scientific article; zbMATH DE number 4102203 (Why is no real title available?)
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• Nonlinear time series analysis based upon the Fluctuation-Dissipation theorem
• Effective equations in complex systems: from Langevin to machine learning
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