Modeling evolution sample distributions of random quantities by the equation of Liouville
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Diffusion processes and stochastic analysis on manifolds (58J65) Probability distributions: general theory (60E05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Selfadjoint operator theory in quantum theory, including spectral analysis (81Q10)
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Cites work
- Chernoff's theorem and discrete time approximations of Brownian motion on manifolds
- Feynman formulas as a method of averaging random Hamiltonians
- scientific article; zbMATH DE number 3984189 (Why is no real title available?)
- Note on product formulas for operator semigroups
- Sample distribution function construction for non-stationary time series forecasting
- Sample distribution function construction for non-stationary time-series forecasting
Cited in
(10)- Evolution equations for the probabilistic generalization of the Voigt profile function
- Singular boundaries in the forward Chapman-Kolmogorov differential equation
- Recursive solution of Liouville's equation
- A probabilistic evolution approach trilogy. III: Temporal variation of state variable expectation values from Liouville equation perspective
- Time splitting for the Liouville equation in a random medium
- Ensemble approximations for constrained dynamical systems using Liouville equation
- Sample distribution function construction for non-stationary time-series forecasting
- Liouville equation, entropic distances, and classical universal information processes
- scientific article; zbMATH DE number 4162339 (Why is no real title available?)
- Liouville's equations for random systems
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