Stochastic processes driven by dichotomous Markov noise: Some exact dynamical results

DOI10.1063/1.526160zbMath0542.60064OpenAlexW2141010020MaRDI QIDQ3330250

José M. Sancho

Publication date: 1984

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2445/24504

zbMATH Keywords

Langevin equationnon-Fokker-Planck master differential equation

Mathematics Subject Classification ID

Quantum equilibrium statistical mechanics (general) (82B10) Stochastic analysis (60H99) Markov processes (60J99)

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Cites Work

• Phase Diagrams of Noise Induced Transitions: Exact Results for a Class of External Coloured Noise
• Phase Transition and Slowing Down in Non-Equilibrium Stochastic Processes
• Brownian motion in a field of force and the diffusion theory of chemical reactions
• Solving linear stochastic differential equations
• Stochastic Liouville Equations