On modelling physical systems with stochastic models: Diffusion versus Lévy processes

Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences

Volumn 366, Issue 1875, 2008, Pages 2457-2474

  Penland, Cécile ^a   Ewald, Brian D ^b  

^a NOAA EARTH SYSTEM RESEARCH LABORATORY   (United States)

^b FLORIDA STATE UNIVERSITY   (United States)

Author keywords

Gaussian processes; L vy processes; Numerical methods; Stochastic differential equations

Indexed keywords

CLIMATE MODELS; DIFFERENTIAL EQUATIONS; GAUSSIAN NOISE (ELECTRONIC); STOCHASTIC MODELS; STOCHASTIC SYSTEMS; WHITE NOISE;

FORCINGS; GAUSSIAN PROCESSES; GAUSSIAN WHITE NOISE; LÉVY PROCESS; MULTISCALE INTERACTIONS; PHYSICAL SYSTEMS; PROPERTY; STOCHASTIC DIFFERENTIAL EQUATIONS; STOCHASTIC-MODELING; STOCHASTICS;

NUMERICAL METHODS;

EID: 45149099518     PISSN: 1364503X     EISSN: None     Source Type: Journal    
DOI: 10.1098/rsta.2008.0051     Document Type: Article

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