A study of stochastic differential equations and Fokker-Planck equations with applications
Fokker-Planck equations, along with stochastic differential equations, play vital roles in physics, population modeling, game theory and optimization (finite or infinite dimensional). In this thesis, we study three topics, both theoretically and computationally, centered around them. In part one, we...
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| Format: | Others |
| Language: | en_US |
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Georgia Institute of Technology
2016
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| Online Access: | http://hdl.handle.net/1853/54999 |