Langevin original approach and Ornstein-Uhlenbeck-type processes

DOI10.1016/J.PHYSA.2021.126349OpenAlexW3194565163MaRDI QIDQ2667665

O. Contreras-Vergara, N. Lucero-Azuara, Norma Sánchez-Salas, José Inés Jiménez-Aquino

Publication date: 1 March 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2021.126349

zbMATH Keywords

Brownian motionLangevin equationOrnstein-Uhlenbeck processLangevin approachBrownian motion across a magnetic fieldharmonic oscillator Brownian motion

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

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• Stochastic Problems in Physics and Astronomy
• Brownian motion across a magnetic field: Langevin approach revisited

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