Mathematical background on stochastic processes

DOI10.1007/978-3-7091-1622-7_1MaRDI QIDQ2857568zbMATH OpenOpenAlexFDO

Authors Sergio Chibbaro, J.-P. Minier

Publication date 4 November 2013

Published in Stochastic Methods in Fluid Mechanics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-7091-1622-7_1

zbMATH Keywords

jump-diffusion processesMarkov processesMonte Carlo methodsstationary processesstochastic calculusstochastic processes

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Foundations of stochastic processes (60G05) General theory of stochastic processes (60G07) Stationary stochastic processes (60G10) Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60) Monte Carlo methods (65C05) Stochastic analysis applied to problems in fluid mechanics (76M35)

Recommendations

• scientific article; zbMATH DE number 814831
• Physics of Stochastic Processes
• Stochastic models
• Stochastic world
• Stochastic modeling

Cited in

(1)

• Statistical descriptions of polydisperse turbulent two-phase flows

This page was built for publication: Mathematical background on stochastic processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2857568)