The following pages link to (Q4153416):
Displaying 12 items.
- A path integral method for coarse-graining noise in stochastic differential equations with multiple time scales (Q617539) (← links)
- Maximum likelihood drift estimation for multiscale diffusions (Q734631) (← links)
- A nontrivial scaling limit for multiscale Markov chains (Q878345) (← links)
- Almost sure and moment Lyapunov exponents for a stochastic beam equation (Q880079) (← links)
- A multiscale approach to Brownian motors (Q936900) (← links)
- Limit behavior of two-time-scale diffusions revisited (Q1775576) (← links)
- The Smoluchowski-Kramers limit of stochastic differential equations with arbitrary state-dependent friction (Q2018321) (← links)
- A multiscale analysis of diffusions on rapidly varying surfaces (Q2344115) (← links)
- A comparative study of two stochastic mode reduction methods (Q2492255) (← links)
- Oscillatory Systems with Three Separated Time Scales: Analysis and Computation (Q2897256) (← links)
- Coarse Graining of Nonreversible Stochastic Differential Equations: Quantitative Results and Connections to Averaging (Q5119982) (← links)
- Estimating the uncertainty in underresolved nonlinear dynamics (Q5136815) (← links)
