Arif Ullah

3 Questions 7 Answers 0 Followers

Questions related from Arif Ullah

How to decrease number of noises in stochastic differential equation?

I have a Quantum SDE containing both white and color noises (open quantum system). (Pleas click this link for the equation,...

21 January 2019 7,650 1 View

Circulant Embedding method, generation of two correlated random series?

i have to generate two correlated random series X and Y from the given Correlation functions. I have auto correlation function for XX and YY. Similarly i have cross correlation functions...

13 May 2016 8,435 1 View

Range Kutta method for SDE's ?

I have a two dimensional stochastic equation like this dX=AXdt+BXdV1+CXdV2 Where A B and C are matrices, dV1 and dV2 are correlated with each other and called color noises. My question is , if i...

01 January 1970 712 7 View