Timeline for What are the difference between modeling with stochastic differential equations (SDE) and ordinary differential equations (ODE) with a random force?
Current License: CC BY-SA 3.0
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| Feb 27, 2014 at 3:03 | comment | added | Martin Hairer | See also the very recent article <arxiv.org/abs/1402.3188> and the upcoming article referenced as [KM14] there where the "driving noise" is generated from a deterministic dynamical system like the Lorentz attractor. (David promises me that it will be on the arXiv soon.) | |
| Feb 26, 2014 at 20:57 | comment | added | Pablo Riera | Thanks, I found this Thesis that address the problem science.uva.nl/onderwijs/thesis/centraal/files/f1634845826.pdf | |
| Feb 26, 2014 at 20:55 | vote | accept | Pablo Riera | ||
| Feb 26, 2014 at 15:34 | history | answered | Martin Hairer | CC BY-SA 3.0 |