An asymptotic analysis of a generalized Langevin equation

DOI10.1016/0304-4149(89)90042-2zbMath0685.60059OpenAlexW2058595138MaRDI QIDQ1826215

B. A. Boughton, J. M. DeLaurentis

Publication date: 1989

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(89)90042-2

zbMATH Keywords

generalized Langevin equationparticle suspended in a turbulent medium

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (1)

MEAN-SQUARE EXPONENTIAL DICHOTOMY OF NUMERICAL SOLUTIONS TO STOCHASTIC DIFFERENTIAL EQUATIONS

Cites Work

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• On the theory of optimal control. Sufficient coordinates
• Brownian motion in a field of force and the diffusion theory of chemical reactions
• Random walk models for particle displacements in inhomogeneous unsteady turbulent flows
• Asymptotic analysis of transport processes
• Asymptotic theory of mixing stochastic ordinary differential equations
• Stochastic Problems in Physics and Astronomy

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