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Memory effects for stochastic differential equations
 

Summary: Memory effects for stochastic
differential equations
Markus Riedle
Humboldt--Universit ˜
at zu Berlin
riedle@mathematik.hu­berlin.de
M ˜
unchen
October 10, 2001

. Deterministische DGL mit Ged ˜
achtnis
-- endliches Ged ˜
achtnis
-- unendliches Ged ˜
achtnis
. Stochastische DGL mit Ged ˜
achtnis
-- Beispiel: Ornstein--Uhlenbeck Prozess
-- Mit Ged ˜

  

Source: Applebaum, David - Department of Probability and Statistics, University of Sheffield

 

Collections: Mathematics