Noncommutative cumulants for stochastic differential equations and for generalized Dyson series.

DOI10.1007/BF01028479zbMath1086.82563OpenAlexW2027183598MaRDI QIDQ1963661

Henrik Schulze, Gerhard C. Hegerfeldt

Publication date: 2 February 2000

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

Full work available at URL: https://doi.org/10.1007/bf01028479

zbMATH Keywords

Stochastic differential equationsnoncommutative cumulantspositivity problems

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Related Items (1)

Generalized Langevin equations for systems with local interactions

Cites Work

• Unnamed Item
• A noncommutative Marcinkiewicz theorem
• Noncommutative analogs of probabilistic notions and results
• A generalized theory of multiplicative stochastic processes using cumulant techniques
• Transport, Collective Motion, and Brownian Motion
• Stochastic Liouville Equations

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