A geometric proof of the fluctuation-dissipation theorem for the KM\(_2\)O-Langevin equation

DOI10.14492/HOKMJ/1350911904zbMath1009.60029OpenAlexW2069480835MaRDI QIDQ1860915

Maciej Klimek, Yasunori Okabe, Masaya Matsuura, Erlendur Karlsson

Publication date: 5 March 2003

Published in: Hokkaido Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14492/hokmj/1350911904

zbMATH Keywords

fluctuation-dissipation theoremdegeneracy property\(\text{KM}_2\text{O}\)-Langevin equationnon-stationarity propertyupdate property

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05) Prediction theory (aspects of stochastic processes) (60G25)

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