On the theory of KM\(_2\)O-Langevin equations for stationary flows. I: Characterization theorem

DOI10.2969/JMSJ/05140817zbMath0948.60021OpenAlexW2000141787MaRDI QIDQ1964218

Yasunori Okabe

Publication date: 19 November 2000

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2969/jmsj/05140817

zbMATH Keywords

stationarityfluctuation-dissipation theorem\(\text{KM}_2\text{O}\)-Langevin matrixpair of flowsdissipation-dissipation theorem

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) General second-order stochastic processes (60G12) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05)

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A time series analysis of economical phenomena in Japan's lost decade (1): determinacy property of the velocity of money and equilibrium solution ⋮ On a nonlinear risk analysis for stock market indexes ⋮ Detection of changes in non-linear dynamics for time series based on the theory of \(\mathrm{KM}_2 \mathrm O\)-Langevin equations ⋮ Stochastic flows and finite block frames

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