On a multi-dimensional \([\alpha,\beta,\gamma]\)-Langevin equation

DOI10.3792/PJAA.59.171zbMath0523.60046OpenAlexW1999148625MaRDI QIDQ1056461

Yuji Nakano, Yasunori Okabe

Publication date: 1983

Published in: Proceedings of the Japan Academy. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3792/pjaa.59.171

zbMATH Keywords

Langevin equationstationary Gaussian processgeneralized Einstein relationT-positivity

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (1)

The theory of KM₂O-Langevin equations and applications to data analysis (II): Causal analysis (1)

Cites Work

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