Stochastic averaging by functional differentiation

DOI10.1063/1.527120zbMath0592.60071OpenAlexW2041501939MaRDI QIDQ3721549

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Publication date: 1986

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

Full work available at URL: https://doi.org/10.1063/1.527120

zbMATH Keywords

Ornstein-Uhlenbeck processstochastic average

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Stochastic mechanics (including stochastic electrodynamics) (81P20) Stochastic analysis (60H99)

Cites Work

• Averaging in quantum stochastics: a soluble model with coloured noise
• Exact solution of a nonlinear Langevin equation with applications to photoelectron counting and noise-induced instability

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