Stochastic equations of the Langevin type under a weakly dependent perturbation

DOI10.1007/BF01053607zbMath0935.82555OpenAlexW2069297708MaRDI QIDQ1279221

Roman V. Bobryk

Publication date: 22 May 2000

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01053607

zbMATH Keywords

Fokker-Planck equationLangevin equationstochastic Liouville equationcorrelation time expansion

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Cites Work

• Unnamed Item
• Noise-induced transitions. Theory and applications in physics, chemistry, and biology
• The Fokker-Planck equation. Methods of solution and applications
• Statistical physics II. Nonequilibrium statistical mechanics.
• Statistical averages in dynamical systems
• Time ordered operator cumulants: Statistical independence and noncommutativity
• ASYMPTOTIC BEHAVIOUR OF SOLUTIONS TO CERTAIN PROBLEMS INVOLVING NON-LINEAR DIFFERENTIAL EQUATIONS CONTAINING A SMALL PARAMETER MULTIPLYING THE HIGHEST DERIVATIVES
• Stochastic Liouville Equations

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