Article ID Journal Published Year Pages File Type
10481314 Physica A: Statistical Mechanics and its Applications 2012 11 Pages PDF
Abstract
► Derivation of stochastic differential equations. ► Additive versus Markov Process method of derivation. ► Effect of derivation method on state variables.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Mathematical Physics
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Stochastic differential equation derivation: Comparison of the Markov method versus the additive method
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