On the construction of a special class of time-inhomogeneous diffusion processes
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Publication:2328730
DOI10.1007/s10955-019-02369-2zbMath1480.60234OpenAlexW2970683131MaRDI QIDQ2328730
Amelia G. Nobile, Virginia Giorno
Publication date: 10 October 2019
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10955-019-02369-2
Gaussian processes (60G15) Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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