Publication:4786852
From MaRDI portal
zbMath1014.60059MaRDI QIDQ4786852
Andrew M. Stuart, Jonathan C. Mattingly
Publication date: 3 April 2003
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J60: Diffusion processes
82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics
Related Items
Numerical methods for stochastic partial differential equations with multiple scales, Explicit parametrix and local limit theorems for some degenerate diffusion processes, Geometric ergodicity of a bead-spring pair with stochastic Stokes forcing, A multiscale approach to Brownian motors, A gentle stochastic thermostat for molecular dynamics, Periodic homogenization for inertial particles