scientific article; zbMATH DE number 1531835

zbMATH Open0970.60092MaRDI QIDQ4513869FDOQ4513869

Authors: Silke Siegert, Rudolf Friedrich, Peter Hänggi 

Publication date: 19 November 2000

Title of this publication is not available (Why is that?)

Recommendations

• Analysis of data sets of stochastic systems
• Reconstruction of diffusion using spectral data from time series
• An iterative procedure for the estimation of drift and diffusion coefficients of langevin processes
• Diffusion, moments and entropy
• Analysis of nondiffusion-type stochastic systems on the basis of a finite Kotel'nikov series

zbMATH Keywords

Fokker-Planck equationdata sets of the diffusion typestationary and nonstationary systems

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Diffusion processes (60J60)

Cited In (2)

• Analysis of data sets of stochastic systems
• Recurrence statistics for anomalous diffusion regime change detection

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 Q4513869)