Stochastic flows and finite block frames
2008 (English)In: Journal of Mathematical Analysis and Applications, ISSN 0022-247X, E-ISSN 1096-0813, Vol. 342, no 2, 816-829 p.Article in journal (Refereed) Published
With the aim of understanding the mathematical structure of the fluctuation–dissipation theorem in non-equilibrium statistical physics and then constructing a mathematical principle in the modeling problem for time series analysis, we have developed the theory of KM2O-Langevin equations for discrete time stochastic processes. In this paper, as a new method for model analysis in the theory of KM2O-Langevin equations, we show that block frames provide a natural mathematical language for dealing with minimum norm expansions of multi-dimensional stochastic processes which do not necessarily satisfy stationarity and non-degeneracy conditions.
Place, publisher, year, edition, pages
2008. Vol. 342, no 2, 816-829 p.
degenerate flows, block frames, minimum norm solutions, fluctuation-dissipation theorem
Research subject Mathematics
IdentifiersURN: urn:nbn:se:uu:diva-87336DOI: 10.1016/j.jmaa.2007.12.015ISI: 000254945300007OAI: oai:DiVA.org:uu-87336DiVA: diva2:1762