Continuous Stochastic Processes

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Abstract

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.

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APA

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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