Nonlinear Markov processes and kinetic equations (Cambridge Tracts in Mathematics 182)

2011 ◽  
Vol 43 (6) ◽  
pp. 1245-1247 ◽  
Author(s):  
David Applebaum



1993 ◽  
Vol 6 (4) ◽  
pp. 385-406 ◽  
Author(s):  
N. U. Ahmed ◽  
Xinhong Ding

We consider a nonlinear (in the sense of McKean) Markov process described by a stochastic differential equations in Rd. We prove the existence and uniqueness of invariant measures of such process.





2011 ◽  
Vol 10 (01) ◽  
pp. 41-58 ◽  
Author(s):  
T. D. FRANK ◽  
T. RHODES

We examine the relationship between time-discrete nonlinear Markov processes defined in terms of nonlinear Markov chains and corresponding micro-dynamic models describing many-body systems composed of a finite number of units interacting with each other via a mean field. To this end, we consider a two-state model and examine appropriately defined measures for attractor strength and noise amplitude using variational calculus. We focus on a two-state model and demonstrate an application to free recall data from 8 participants.



1986 ◽  
Vol 33 (6) ◽  
pp. 4307-4311 ◽  
Author(s):  
James W. Dufty ◽  
J. Javier Brey ◽  
M. Cristina Marchetti


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