Integrable deformation of Gaussian distribution and the Ornstein-Uhlenbeck process

DOI10.1023/A:1007324907353zbMath0904.58032OpenAlexW205823537MaRDI QIDQ1386514

Yoshimasa Nakamura

Publication date: 21 January 1999

Published in: Letters in Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1007324907353

zbMATH Keywords

Gaussian distributionintegrable deformationMoser's dynamical systemOrnstein-Uhlenbeck diffusion processToda molecule

Mathematics Subject Classification ID

Completely integrable infinite-dimensional Hamiltonian and Lagrangian systems, integration methods, integrability tests, integrable hierarchies (KdV, KP, Toda, etc.) (37K10) Special processes (60K99) Completely integrable finite-dimensional Hamiltonian systems, integration methods, integrability tests (37J35)

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