Recent development in stochastic dynamics and stochastic analysis
暂无分享,去创建一个
[1] C. Stein. A bound for the error in the normal approximation to the distribution of a sum of dependent random variables , 1972 .
[2] Edward Nelson. The free Markoff field , 1973 .
[3] Edward Nelson,et al. Construction of quantum fields from Markoff fields. , 1973 .
[4] Barry Simon,et al. The P(φ)[2] Euclidean (quantum) field theory , 1974 .
[5] Infrared singularities, vacuum structure and pure phases in local quantum field theory , 1980 .
[6] N. Kampen,et al. Stochastic processes in physics and chemistry , 1981 .
[7] L. Rogers. Stochastic differential equations and diffusion processes: Nobuyuki Ikeda and Shinzo Watanabe North-Holland, Amsterdam, 1981, xiv + 464 pages, Dfl.175.00 , 1982 .
[8] C. Gardiner. Handbook of Stochastic Methods , 1983 .
[9] Venkatarama Krishnan,et al. Nonlinear filtering and smoothing: An introduction to martingales, stochastic integrals, and estimation , 1984 .
[10] J. B. Walsh,et al. An introduction to stochastic partial differential equations , 1986 .
[11] A. Shiryaev,et al. Limit Theorems for Stochastic Processes , 1987 .
[12] B. Øksendal. Stochastic differential equations : an introduction with applications , 1987 .
[13] N. Kampen. How do stochastic processes enter into physics , 1987 .
[14] F. Strocchi. Selected Topics on the General Properties of Quantum Field Theory: Lecture Notes , 1993 .
[15] J. M. Sancho,et al. Noise in spatially extended systems , 1999 .
[16] H. Kantz,et al. Stochastic modelling: replacing fast degrees of freedom by noise. , 2001 .
[17] Jia-An Yan,et al. Introduction to Infinite Dimensional Stochastic Analysis , 2001 .
[18] Description of noncommutative theories and matrix models by Wightman functions , 2004 .
[19] B. Rider,et al. The Noise in the Circular Law and the Gaussian Free Field , 2006, math/0606663.
[20] P. Jung,et al. Colored Noise in Dynamical Systems , 2007 .
[21] Sample path properties of fractional Riesz–Bessel field of variable order , 2008 .
[22] F. Viens,et al. Variations and estimators for selfsimilarity parameters via Malliavin calculus , 2009 .
[23] B. Øksendal,et al. Stochastic Calculus for Fractional Brownian Motion and Applications , 2008 .
[24] Nicolas Privault. Stochastic analysis of Bernoulli processes , 2008, 0809.3168.
[25] Jinqiao Duan. Predictability in Nonlinear Dynamical Systems with Model Uncertainty , 2008, 0811.3697.
[26] Jinqiao Duan. Stochastic modeling of unresolved scales in complex systems , 2008, 0811.3699.
[27] Jinqiao Duan,et al. A Stochastic Approach for Parameterizing Unresolved Scales in a System with Memory , 2009, Journal of Algorithms & Computational Technology.
[28] On Stochastic Integrals with Respect to an Infinite Number of Poisson Point Process and Its Applications , 2010 .
[29] A Short Presentation of Choquet Integral , 2010 .