Langevin equations and causal analysis

DOI10.1090/trans2/161/02zbMath0808.60053MaRDI QIDQ4009346

Yasunori Okabe

Publication date: 27 September 1992

Published in: Selected Papers on Analysis, Probability, and Statistics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/d627d467eeae598f493620823e405fbd437dd21a

zbMATH Keywords

survey; stationary solution; fluctuation-dissipation theorem; stationary processes; linear response; developments in the theory of Langevin equations; test of causal dependence of weakly stationary processes

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

60-02: Research exposition (monographs, survey articles) pertaining to probability theory

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