Mixing
dynamical system, variable in probability distribution
I'm not mathematician... I have a question:
If I have a variable $n$ that can evolve in time. This variable have a probability distribution $D$.
Is there a mathematical "tool" that permit to obtain the expression a differential equation such as for any type of distribution $D$:
$frac{dn}{dt} = f(D,n)$
EDIT :
If I do something like : $frac{dn}{dt} = tau (D-n)$ does it mean that $n$ will follow $D$ at the velocity $tau$ ?
probability differential-equations dynamical-systems
asked Nov 22 '18 at 10:07
DadepDadep
1187
add a comment |
I'm not mathematician... I have a question:
If I have a variable $n$ that can evolve in time. This variable have a probability distribution $D$.
Is there a mathematical "tool" that permit to obtain the expression a differential equation such as for any type of distribution $D$:
$frac{dn}{dt} = f(D,n)$
EDIT :
If I do something like : $frac{dn}{dt} = tau (D-n)$ does it mean that $n$ will follow $D$ at the velocity $tau$ ?
probability differential-equations dynamical-systems
asked Nov 22 '18 at 10:07
DadepDadep
1187
1
en.wikipedia.org/wiki/It%C3%B4_calculus
– caverac
Nov 22 '18 at 10:33
@caverac, thanks for the link, I didn't really understood yet... I'll have a look more in detail....
– Dadep
Nov 22 '18 at 13:21
1
Are you think of something like Brownian motion or a stock market index. These are covered by stochastic calculus (as in caverac's link).
– user121049
Nov 22 '18 at 19:06
add a comment |
I'm not mathematician... I have a question:
If I have a variable $n$ that can evolve in time. This variable have a probability distribution $D$.
Is there a mathematical "tool" that permit to obtain the expression a differential equation such as for any type of distribution $D$:
$frac{dn}{dt} = f(D,n)$
EDIT :
If I do something like : $frac{dn}{dt} = tau (D-n)$ does it mean that $n$ will follow $D$ at the velocity $tau$ ?
probability differential-equations dynamical-systems
asked Nov 22 '18 at 10:07
DadepDadep
1187
I'm not mathematician... I have a question:
If I have a variable $n$ that can evolve in time. This variable have a probability distribution $D$.
Is there a mathematical "tool" that permit to obtain the expression a differential equation such as for any type of distribution $D$:
$frac{dn}{dt} = f(D,n)$
EDIT :
If I do something like : $frac{dn}{dt} = tau (D-n)$ does it mean that $n$ will follow $D$ at the velocity $tau$ ?
probability differential-equations dynamical-systems
probability differential-equations dynamical-systems
asked Nov 22 '18 at 10:07
DadepDadep
1187
asked Nov 22 '18 at 10:07
DadepDadep
1187
edited Nov 22 '18 at 14:08
Dadep
asked Nov 22 '18 at 10:07
DadepDadep
1187
asked Nov 22 '18 at 10:07
DadepDadep
1187
asked Nov 22 '18 at 10:07
DadepDadep
1187
1187
1
en.wikipedia.org/wiki/It%C3%B4_calculus
– caverac
Nov 22 '18 at 10:33
@caverac, thanks for the link, I didn't really understood yet... I'll have a look more in detail....
– Dadep
Nov 22 '18 at 13:21
1
Are you think of something like Brownian motion or a stock market index. These are covered by stochastic calculus (as in caverac's link).
– user121049
Nov 22 '18 at 19:06
add a comment |
1
en.wikipedia.org/wiki/It%C3%B4_calculus
– caverac
Nov 22 '18 at 10:33
@caverac, thanks for the link, I didn't really understood yet... I'll have a look more in detail....
– Dadep
Nov 22 '18 at 13:21
1
Are you think of something like Brownian motion or a stock market index. These are covered by stochastic calculus (as in caverac's link).
– user121049
Nov 22 '18 at 19:06
1
1
en.wikipedia.org/wiki/It%C3%B4_calculus
– caverac
Nov 22 '18 at 10:33
en.wikipedia.org/wiki/It%C3%B4_calculus
– caverac
Nov 22 '18 at 10:33
@caverac, thanks for the link, I didn't really understood yet... I'll have a look more in detail....
– Dadep
Nov 22 '18 at 13:21
@caverac, thanks for the link, I didn't really understood yet... I'll have a look more in detail....
– Dadep
Nov 22 '18 at 13:21
1
1
Are you think of something like Brownian motion or a stock market index. These are covered by stochastic calculus (as in caverac's link).
– user121049
Nov 22 '18 at 19:06
Are you think of something like Brownian motion or a stock market index. These are covered by stochastic calculus (as in caverac's link).
– user121049
Nov 22 '18 at 19:06
add a comment |
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1
en.wikipedia.org/wiki/It%C3%B4_calculus
– caverac
Nov 22 '18 at 10:33
@caverac, thanks for the link, I didn't really understood yet... I'll have a look more in detail....
– Dadep
Nov 22 '18 at 13:21
1
Are you think of something like Brownian motion or a stock market index. These are covered by stochastic calculus (as in caverac's link).
– user121049
Nov 22 '18 at 19:06