Theory of eigenvalues for periodic non-stationary Markov processes: the Kolmogorov operator and its applications

DOI10.1088/0305-4470/39/7/002zbMath1099.82013OpenAlexW2158889366MaRDI QIDQ3379326

Manuel O. Cáceres, Alejandro M. Lobos

Publication date: 6 April 2006

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

Full work available at URL: https://semanticscholar.org/paper/0f3e1e1f91bf0fea9579bffcc0a77a75f01ebda8

zbMATH Keywords

Sturm-Liouville problemFloquet theorystochastic resonanceFredholm equationFokker-Planck operatorperiodically modulated Markov chaintime-periodic Markov process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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