In this chapter we define notions of stochastic continuity and differentiability and describe Lindeberg’s condition for continuity of stochastic Markovian trajectories. We also show that the Fokker–Planck equation describes a continuous stochastic process. Finally, we derive the stationary solutions of the Fokker–Planck equation and define potential function of dynamics.
CITATION STYLE
Tabar, M. R. R. (2019). Continuous Stochastic Processes. In Understanding Complex Systems (pp. 31–37). Springer Verlag. https://doi.org/10.1007/978-3-030-18472-8_4
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