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Found 88 Documents (Results 1–88)

Functional distribution of anomalous and nonergodic diffusion. From stochastic processes to PDEs. (English) Zbl 1507.60002

Singapore: World Scientific (ISBN 978-981-12-5049-1/hbk; 978-981-12-5051-4/ebook). xi, 245 p. (2022).
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Implicit convolution Fokker-Planck equations: extended Feller convolution. (English) Zbl 1501.47070

Banasiak, Jacek (ed.) et al., Semigroups of operators – theory and applications. Selected papers based on the presentations at the conference, SOTA 2018, Kazimierz Dolny, Poland, September 30 – October 5, 2018. In honour of Jan Kisyński’s 85th birthday. Cham: Springer. Springer Proc. Math. Stat. 325, 315-328 (2020).
MSC:  47D06 34K32 35Q84
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Complex fractional moments for the characterization of the probabilistic response of non-linear systems subjected to white noises. (English) Zbl 1455.35258

Belhaq, Mohamed (ed.), Topics in nonlinear mechanics and physics. Selected papers from CSNDD 2018, the 4th international conference on structural nonlinear dynamics and diagnosis, Tangier, Morocco, June 25–27, 2018. Singapore: Springer. Springer Proc. Phys. 228, 203-227 (2019).
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Mean field simulation for Monte Carlo integration. (English) Zbl 1282.65011

Monographs on Statistics and Applied Probability 126. Boca Raton, FL: CRC Press (ISBN 978-1-4665-0405-9/hbk; 978-1-138-19873-9/pbk; 978-1-4665-0417-2/ebook). xlvii, 578 p. (2013).
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From particles with random potential to a nonlinear Vlasov-Fokker-Planck equation. (English) Zbl 1167.60361

Ethier, Stewart N. (ed.) et al., Markov processes and related topics: A Festschrift for Thomas G. Kurtz. Selected papers of the conference, Madison, WI, USA, July 10–13, 2006. Beachwood, OH: IMS, Institute of Mathematical Statistics (ISBN 978-0-940600-76-8/pb). Institute of Mathematical Statistics Collections 4, 63-83 (2008).
MSC:  60K35 60F17 92C40
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On a two-temperature problem for the Klein–Gordon equation. (English) Zbl 1119.82034

Theory Probab. Appl. 50, No. 4, 582-611 (2006); translation from Teor. Veroyatn. Primen. 50, No. 4, 675-710 (2005).
MSC:  82C31 81Q05
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Invariance principles with logarithmic averaging for ergodic simulations. (English) Zbl 1119.60021

Niederreiter, Harald (ed.) et al., Monte Carlo and quasi-Monte Carlo methods 2004. Refereed proceedings of the sixth international conference on Monte Carlo and quasi-Monte Carlo methods in scientific computation, Juan-les-Pins, France, June 7–10, 2004. Berlin: Springer (ISBN 3-540-25541-9/pbk). 1-13 (2006).
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Quantum kinetic models of open quantum systems in semiconductors theory. (English) Zbl 1104.82037

Münster: Univ. Münster, Fachbereich Mathematik und Informatik, Mathematisch-Naturwissenschaftliche Fakultät (Diss.). 136 p. (2005).
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Stochastic equations with the eyes of a physicist. (Stokhasticheskie uravneniya glazami fizika. Osnovnye polozheniya, tochnye rezul’taty i asimptoticheskie priblizheniya.) (Russian) Zbl 1003.60001

Moskva: Fizmatlit. 527 p. (2001).
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Kinetic equations and Green’s functions in statistical mechanics. (English. Russian original) Zbl 0591.76135

Transl., Ser. 2, Am. Math. Soc. 125, 67-82 (1985); translation from Methods of Statistical Mechanics, Baku 1980, 3-22 (1980).
Reviewer: Han Shifang
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