scientific article; zbMATH DE number 3607283

MaRDI QIDQ4172728zbMATH OpenFDO

Authors Robert Graham

Publication date 1978

zbMATH Keywords

Fokker-Planck EquationMaximum-Entropy PrincipleOrnstein Uhlenbeck TypePath-IntegralThermodynamics and Statistics

Mathematics Subject Classification ID

Stochastic analysis (60H99) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Cited in

(8)

• Stochastic control and nonequilibrium thermodynamical systems
• Turbulence noise.
• Statistical mechanics of financial markets: exponential modifications to Black-Scholes.
• Statistical mechanics of nonlinear nonequilibrium financial markets: Applications to optimized trading
• Maximal power output of a stochastic thermodynamic engine
• Fast cooling for a system of stochastic oscillators
• Data mining and knowledge discovery via statistical mechanics in nonlinear stochastic systems
• Statistical mechanics of neocortical interactions: training and testing canonical momenta indicators of EEG

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4172728)