A Direct Method for the Langevin-Analysis of Multidimensional Stochastic Processes with Strong Correlated Measurement Noise
Autor(en): | Scholz, Teresa Raischel, Frank Lind, Pedro G. Wächter, Matthias Lopes, Vitor V. Lehle, Bernd |
Stichwörter: | Measure (data warehouse); Statistical physics; Mathematics; Langevin dynamics; Stochastic process; Physics; Brownian motion; Multiplicative noise; Gaussian noise; Langevin equation; White noise; Noise (video); Stochastic differential equation | Erscheinungsdatum: | 2016 | Herausgeber: | Springer, Cham | Enthalten in: | Contributions to statistics | Startseite: | 3 | Seitenende: | 11 | ISSN: | 1431-1968 | DOI: | https://doi.org/10.1007/978-3-319-28725-6_1 |
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