Mathematical background on stochastic processes

DOI10.1007/978-3-7091-1622-7_1zbMATH Open1316.60002OpenAlexW69755064MaRDI QIDQ2857568FDOQ2857568

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

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zbMATH Keywords

stochastic processesMonte Carlo methodsMarkov processesstationary processesjump-diffusion processesstochastic calculus

Mathematics Subject Classification ID

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

Cited In (1)

• Statistical descriptions of polydisperse turbulent two-phase flows

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