Non-Markovian noise

DOI10.1103/PhysRevE.50.2668zbMath1062.82511OpenAlexW2029115507WikidataQ78065326 ScholiaQ78065326MaRDI QIDQ2771958

A. Fuliński

Publication date: 18 February 2002

Published in: Physical Review E (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1103/physreve.50.2668

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Gravitational waves (83C35)

Related Items

Nonequilibrium Effects on the Precision of Parameter Estimation ⋮ Nonequilibrium effects on quantum temporal steering ⋮ STOCHASTIC RESONANCE OF A LINEAR SYSTEM INDUCED BY DICHOTOMOUS NOISE ⋮ Effects of a fluctuating carrying capacity on the generalized Malthus-Verhulst model ⋮ Dynamics of individuals and swarms with shot noise induced by stochastic food supply ⋮ Stochastic PDEs, random fields and exact mean-values

Cites Work

• Handbook of stochastic methods for physics, chemistry and the natural sciences
• On the relation between white shot noise, Gaussian white noise, and the dichotomic Markov process
• Statistical-Mechanical Theory of Random Frequency Modulations and Generalized Brownian Motions
• Fluctuation Renormalization in Nonlinear Dynamics
• Theory of nonlinear Langevin equation with quadratic noise
• Exact solution of evolution equation for randomly interrupted diffusion
• Linear systems with randomly interrupted Gaussian white noise
• Transport, Collective Motion, and Brownian Motion
• On the exact master equations
• Unnamed Item
• Unnamed Item
• Unnamed Item