Applied stochastic analysis

DOI10.1090/GSM/199MaRDI QIDQ5384686zbMATH OpenOpenAlexFDO

Authors Eric Vanden-Eijnden, Weinan E, Tiejun Li

Publication date 24 June 2019

Published in Graduate Studies in Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/gsm/199

zbMATH Keywords

random fieldspath integralsrare eventsstatistical mechanicschemical reaction kinetics

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Applications of statistics to biology and medical sciences; meta analysis (62P10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)

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• Power-law dynamic arising from machine learning
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• Local well-posedness of a nonlinear Fokker–Planck model

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