Relation of a New Interpretation of Stochastic Differential Equations to Ito Process

Journal of Statistical Physics

Volumn 148, Issue 3, 2012, Pages 579-590

  Shi, Jianghong ^a   Chen, Tianqi ^a   Yuan, Ruoshi ^a   Yuan, Bo ^a   Ao, Ping ^a,b  

^a SHANGHAI JIAO TONG UNIVERSITY   (China)

^b Chinese National Human Genome Center at Shanghai   (China)

Author keywords

Boltzmann Gibbs distribution; Fokker Planck equation; Potential function; Stochastic differential equation

Indexed keywords

EID: 84865405760     PISSN: 00224715     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10955-012-0532-8     Document Type: Article

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