Classical and quantum mechanics of the damped harmonic oscillator
H Dekker - Physics Reports, 1981 - Elsevier
The relations between various treatments of the classical linearly damped harmonic
oscillator and its quantization are investigated. In the course of a historical survey typical …
oscillator and its quantization are investigated. In the course of a historical survey typical …
Stochastic differential equations
NG Van Kampen - Physics reports, 1976 - Elsevier
In chapter I stochastic differential equations are defined and classified, and their occurrence
in physics is reviewed. In chapter II it is shown for linear equation show a differential …
in physics is reviewed. In chapter II it is shown for linear equation show a differential …
Self-organization
I Prigogine, G Nicolis - Non-equilibrium system, 1977 - tabis2013.ipb.ac.rs
КВАНТИФИКАЦИЈА САМООРГАНИЗАЦИЈЕ И КОМПЛЕКСНОСТИ ЗАСНОВАНА НА
ИЗБОРУ Page 1 SELF-ORGANIZATION AS A PROCESSING OF HIDDEN CAUSAL …
ИЗБОРУ Page 1 SELF-ORGANIZATION AS A PROCESSING OF HIDDEN CAUSAL …
[图书][B] Stochastic differential equations
B Øksendal, B Øksendal - 2003 - Springer
5 Stochastic Differential Equations Page 1 5 Stochastic Differential Equations 5.1 Examples
and Some Solution Methods We now return to the possible solutions Xt(ω) of the stochastic …
and Some Solution Methods We now return to the possible solutions Xt(ω) of the stochastic …
[图书][B] Stochastic differential equations: an introduction with applications
B Oksendal - 2013 - books.google.com
The main new feature of the fifth edition is the addition of a new chapter, Chapter 12, on
applications to mathematical finance. I found it natural to include this material as another …
applications to mathematical finance. I found it natural to include this material as another …
Stochastic stability of the discrete-time extended Kalman filter
K Reif, S Gunther, E Yaz… - IEEE Transactions on …, 1999 - ieeexplore.ieee.org
The authors analyze the error behavior for the discrete-time extended Kalman filter for
general nonlinear systems in a stochastic framework. In particular, it is shown that the …
general nonlinear systems in a stochastic framework. In particular, it is shown that the …
[图书][B] Nonlinear Fokker-Planck equations: fundamentals and applications
TD Frank - 2005 - books.google.com
Providing an introduction to the theory of nonlinear Fokker-Planck equations, this book
discusses fundamental properties of transient and stationary solutions, emphasizing the …
discusses fundamental properties of transient and stationary solutions, emphasizing the …
[图书][B] Elementary stochastic calculus with finance in view
T Mikosch - 1998 - books.google.com
Modelling with the Ito integral or stochastic differential equations has become increasingly
important in various applied fields, including physics, biology, chemistry and finance …
important in various applied fields, including physics, biology, chemistry and finance …
[图书][B] Identifikation dynamischer Systeme 1: Grundlegende Methoden
R Isermann - 2013 - books.google.com
Für viele Aufgabenstellungen bei der Automatisierung technischer Systeme und im Bereich
der Naturwissenschaften und Wirtschaftswissenschaften benötigt man genaue …
der Naturwissenschaften und Wirtschaftswissenschaften benötigt man genaue …
Multiplicative stochastic processes in statistical physics
A Schenzle, H Brand - Physical Review A, 1979 - APS
For a large class of nonlinear stochastic processes with pure multiplicative fluctuations the
corresponding time-dependent Fokker-Planck-equation is solved exactly by analytic …
corresponding time-dependent Fokker-Planck-equation is solved exactly by analytic …