On a Class of Non-Markovian Langevin Equations

DOI10.1142/S1230161213500169zbMath1288.60080OpenAlexW2017223980MaRDI QIDQ2873511

Carlos Lizama, Rolando Rebolledo Berroeta

Publication date: 24 January 2014

Published in: Open Systems & Information Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s1230161213500169

zbMATH Keywords

Langevin equationnon-Markovian processesGaussian transform

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integral equations (60H20)

Cites Work

• Diffusion and memory effects for stochastic processes and fractional Langevin equations
• Fractional kinetics in Kac-Zwanzig heat bath models
• Functional characterization of generalized Langevin equations
• Application of the Langevin equation to fluid suspensions
• On Positivity of Fourier Transforms

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