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Results tagged with reference-request
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user 60556
This tag is used if a reference is needed in a paper or textbook on a specific result.
3
votes
0
answers
178
views
Most probable path for stochastic Hamiltonian systems
It is known that for a real valued stochastic process $X_t$ satisfying
$$
d X_t = b(X_t) d t + \sigma d W_t
$$
where $W$ is real valued Wiener process, the equation for the most probable path from …
- 365
0
votes
1
answer
164
views
critical size of large systems of interacting particles for mean field approximation
When studying large systems of interacting particles, most of the work rely on mean field approximation by assuming that the number of particle goes to infinity. This allows to study the collective dy …
- 365