Concepedia

Brownian motion and stochastic flow systems

J. Michael Harrison

1986 · 798 citations · 0 references

Concepts

EngineeringMathematicsFluid DynamicsStochastic ModelingStochastic ProcessesBrownian MotionDiffusion ProcessesMarkov ProcessesStochastic CalculusStochastic Differential EquationsStochastic Systems ModelingDiffusionsMarkov Diffusion ProcessesStandard Brownian MotionStochastic Differential SystemsStochastic Flows