A generalized theory of multiplicative stochastic processes using cumulant techniques
From MaRDI portal
Publication:4074186
DOI10.1063/1.522540zbMath0314.60037OpenAlexW2005516999MaRDI QIDQ4074186
Publication date: 1975
Published in: Journal of Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1063/1.522540
Related Items
Noncommutative cumulants for stochastic differential equations and for generalized Dyson series., Harmonic and excessive functions of a space-time process. I, About the foundation of the Kubo generalized cumulants theory: a revisited and corrected approach, Compactness of a sequence of sums of independent variables with values in a Hilbert space, Harmonic and excessive functions of a space-time process. II, Boson operator representation of Brownian motion, The umbral calculus, Time ordered operator cumulants: Statistical independence and noncommutativity, Conditions of convergence of stochastic processes stopped before the jump instant, Stochastic overland flows. I: Physics-based evolutionary probability distributions, Transformations preserving a Wiener measure
