Elements of stochastic analysis for the case of Grassmann variables. III. Correlation functions
Abstract The present paper continues earlier studies [1,2], in which analogs were proposed in the case of Grassmann variables for concepts such as classical stochastic analysis, stochastic integrals, random processes, and stochastic partial differential equations and their solutions. This was done f...
Ausführliche Beschreibung
Gespeichert in:
| Autor*in: |
Shcherbakov, V. V. [verfasserIn] |
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| Format: |
Artikel |
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| Sprache: |
Englisch |
| Erschienen: |
1993 |
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| Schlagwörter: |
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| Anmerkung: |
© Plenum Publishing Corporation 1994 |
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| Übergeordnetes Werk: |
Enthalten in: Theoretical and mathematical physics - Kluwer Academic Publishers-Plenum Publishers, 1969, 97(1993), 3 vom: Dez., Seite 1323-1332 |
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| Übergeordnetes Werk: |
volume:97 ; year:1993 ; number:3 ; month:12 ; pages:1323-1332 |
| Links: |
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| DOI / URN: |
10.1007/BF01015761 |
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10.1007/BF01015761 doi (DE-627)OLC205421065X (DE-He213)BF01015761-p DE-627 ger DE-627 rakwb eng 530 VZ Shcherbakov, V. V. verfasserin aut Elements of stochastic analysis for the case of Grassmann variables. III. Correlation functions 1993 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier © Plenum Publishing Corporation 1994 Abstract The present paper continues earlier studies [1,2], in which analogs were proposed in the case of Grassmann variables for concepts such as classical stochastic analysis, stochastic integrals, random processes, and stochastic partial differential equations and their solutions. This was done for the special case when the classical objects are functionals of a so-called smoothed Wiener process onR+×$ R^{v} $. In the present paper, the correlation functions of the solution of a stochastic partial differential equation are studied together with some applications. Differential Equation Correlation Function Partial Differential Equation Random Process Wiener Process Enthalten in Theoretical and mathematical physics Kluwer Academic Publishers-Plenum Publishers, 1969 97(1993), 3 vom: Dez., Seite 1323-1332 (DE-627)130017507 (DE-600)420246-6 (DE-576)01556018X 0040-5779 nnns volume:97 year:1993 number:3 month:12 pages:1323-1332 https://doi.org/10.1007/BF01015761 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-PHY SSG-OPC-MAT GBV_ILN_20 GBV_ILN_32 GBV_ILN_40 GBV_ILN_70 GBV_ILN_130 GBV_ILN_2012 GBV_ILN_2088 GBV_ILN_4012 GBV_ILN_4046 GBV_ILN_4082 GBV_ILN_4193 GBV_ILN_4310 GBV_ILN_4318 GBV_ILN_4700 AR 97 1993 3 12 1323-1332 |
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10.1007/BF01015761 doi (DE-627)OLC205421065X (DE-He213)BF01015761-p DE-627 ger DE-627 rakwb eng 530 VZ Shcherbakov, V. V. verfasserin aut Elements of stochastic analysis for the case of Grassmann variables. III. Correlation functions 1993 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier © Plenum Publishing Corporation 1994 Abstract The present paper continues earlier studies [1,2], in which analogs were proposed in the case of Grassmann variables for concepts such as classical stochastic analysis, stochastic integrals, random processes, and stochastic partial differential equations and their solutions. This was done for the special case when the classical objects are functionals of a so-called smoothed Wiener process onR+×$ R^{v} $. In the present paper, the correlation functions of the solution of a stochastic partial differential equation are studied together with some applications. Differential Equation Correlation Function Partial Differential Equation Random Process Wiener Process Enthalten in Theoretical and mathematical physics Kluwer Academic Publishers-Plenum Publishers, 1969 97(1993), 3 vom: Dez., Seite 1323-1332 (DE-627)130017507 (DE-600)420246-6 (DE-576)01556018X 0040-5779 nnns volume:97 year:1993 number:3 month:12 pages:1323-1332 https://doi.org/10.1007/BF01015761 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-PHY SSG-OPC-MAT GBV_ILN_20 GBV_ILN_32 GBV_ILN_40 GBV_ILN_70 GBV_ILN_130 GBV_ILN_2012 GBV_ILN_2088 GBV_ILN_4012 GBV_ILN_4046 GBV_ILN_4082 GBV_ILN_4193 GBV_ILN_4310 GBV_ILN_4318 GBV_ILN_4700 AR 97 1993 3 12 1323-1332 |
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10.1007/BF01015761 doi (DE-627)OLC205421065X (DE-He213)BF01015761-p DE-627 ger DE-627 rakwb eng 530 VZ Shcherbakov, V. V. verfasserin aut Elements of stochastic analysis for the case of Grassmann variables. III. Correlation functions 1993 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier © Plenum Publishing Corporation 1994 Abstract The present paper continues earlier studies [1,2], in which analogs were proposed in the case of Grassmann variables for concepts such as classical stochastic analysis, stochastic integrals, random processes, and stochastic partial differential equations and their solutions. This was done for the special case when the classical objects are functionals of a so-called smoothed Wiener process onR+×$ R^{v} $. In the present paper, the correlation functions of the solution of a stochastic partial differential equation are studied together with some applications. Differential Equation Correlation Function Partial Differential Equation Random Process Wiener Process Enthalten in Theoretical and mathematical physics Kluwer Academic Publishers-Plenum Publishers, 1969 97(1993), 3 vom: Dez., Seite 1323-1332 (DE-627)130017507 (DE-600)420246-6 (DE-576)01556018X 0040-5779 nnns volume:97 year:1993 number:3 month:12 pages:1323-1332 https://doi.org/10.1007/BF01015761 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-PHY SSG-OPC-MAT GBV_ILN_20 GBV_ILN_32 GBV_ILN_40 GBV_ILN_70 GBV_ILN_130 GBV_ILN_2012 GBV_ILN_2088 GBV_ILN_4012 GBV_ILN_4046 GBV_ILN_4082 GBV_ILN_4193 GBV_ILN_4310 GBV_ILN_4318 GBV_ILN_4700 AR 97 1993 3 12 1323-1332 |
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10.1007/BF01015761 doi (DE-627)OLC205421065X (DE-He213)BF01015761-p DE-627 ger DE-627 rakwb eng 530 VZ Shcherbakov, V. V. verfasserin aut Elements of stochastic analysis for the case of Grassmann variables. III. Correlation functions 1993 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier © Plenum Publishing Corporation 1994 Abstract The present paper continues earlier studies [1,2], in which analogs were proposed in the case of Grassmann variables for concepts such as classical stochastic analysis, stochastic integrals, random processes, and stochastic partial differential equations and their solutions. This was done for the special case when the classical objects are functionals of a so-called smoothed Wiener process onR+×$ R^{v} $. In the present paper, the correlation functions of the solution of a stochastic partial differential equation are studied together with some applications. Differential Equation Correlation Function Partial Differential Equation Random Process Wiener Process Enthalten in Theoretical and mathematical physics Kluwer Academic Publishers-Plenum Publishers, 1969 97(1993), 3 vom: Dez., Seite 1323-1332 (DE-627)130017507 (DE-600)420246-6 (DE-576)01556018X 0040-5779 nnns volume:97 year:1993 number:3 month:12 pages:1323-1332 https://doi.org/10.1007/BF01015761 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-PHY SSG-OPC-MAT GBV_ILN_20 GBV_ILN_32 GBV_ILN_40 GBV_ILN_70 GBV_ILN_130 GBV_ILN_2012 GBV_ILN_2088 GBV_ILN_4012 GBV_ILN_4046 GBV_ILN_4082 GBV_ILN_4193 GBV_ILN_4310 GBV_ILN_4318 GBV_ILN_4700 AR 97 1993 3 12 1323-1332 |
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Abstract The present paper continues earlier studies [1,2], in which analogs were proposed in the case of Grassmann variables for concepts such as classical stochastic analysis, stochastic integrals, random processes, and stochastic partial differential equations and their solutions. This was done for the special case when the classical objects are functionals of a so-called smoothed Wiener process onR+×$ R^{v} $. In the present paper, the correlation functions of the solution of a stochastic partial differential equation are studied together with some applications. © Plenum Publishing Corporation 1994 |
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V.</subfield><subfield code="e">verfasserin</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Elements of stochastic analysis for the case of Grassmann variables. III. Correlation functions</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="c">1993</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">Text</subfield><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">ohne Hilfsmittel zu benutzen</subfield><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">Band</subfield><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">© Plenum Publishing Corporation 1994</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">Abstract The present paper continues earlier studies [1,2], in which analogs were proposed in the case of Grassmann variables for concepts such as classical stochastic analysis, stochastic integrals, random processes, and stochastic partial differential equations and their solutions. This was done for the special case when the classical objects are functionals of a so-called smoothed Wiener process onR+×$ R^{v} $. 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