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Seminar: From O.D.E’s to S.D.E’s – an introduction to stochastic processes
Seminar: From O.D.E’s to S.D.E’s – an introduction to stochastic processes
Dr. Tim Duty (Centre of Excellence for Engineered Quantum Systems (EQuS)) In this tutorial, Tim will introduce basic stochastic processes via the Langevin stochastic differential equation. He will discuss its relation to the Fokker-Planck equation, focusing initially on linear (Ornstein-Ulhenbeck) processes. These are stochastic processes that exhibit linear o.d.e.’s for the time dependence of expectation... View Article