Describing the state of a stochastic process

被引：5

作者：

Gillespie, DT ^{[1
]}

机构：

[1] USN, Air Warfare Ctr, Computat Sci Branch 4B4000D, China Lake, CA 93555 USA

来源：

AMERICAN JOURNAL OF PHYSICS | 1998年 / 66卷 / 06期

关键词：

D O I：

10.1119/1.18895

中图分类号：

G40 [教育学];

学科分类号：

040101 ; 120403 ;

摘要：

The conventional way of mathematically describing the state of a classical stochastic process is criticized. A different approach, which emphasizes the important role of conditioning, is recommended. (C) 1998 American Association of Physics Teachers.

引用

页码：533 / 536

页数：4

共 7 条

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[5]

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[6]

RISKEN H, 1989, FOKKERPLANCK EQUATIO, P25

[7]

VANKAMPEN NG, 1992, STOCHASTIC PROCESSES, P78

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