Langevin equations and causal analysis
DOI10.1090/trans2/161/02zbMath0808.60053MaRDI QIDQ4009346
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
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
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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