Optimal prediction with memory

DOI10.1016/S0167-2789(02)00446-3zbMath1017.60046MaRDI QIDQ1599055

Raz Kupferman, Alexandre Joel Chorin, Ole Hansen Hald

Publication date: 4 June 2002

Published in: Physica D (Search for Journal in Brave)

zbMATH Keywords

Hamiltonian systemsconditional expectationLangevin equations

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Ordinary differential equations and systems with randomness (34F05) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Prediction theory (aspects of stochastic processes) (60G25) Probabilistic methods, stochastic differential equations (65C99)

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