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Publication:3740747
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zbMath0604.60052MaRDI QIDQ3740747

Yasunori Okabe

Publication date: 1986


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Langevin equationsAlder-Wainwright effectfluctuation-dissipation theorem for Brownian motion


Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65)


Related Items (4)

AR and MA representation of partial autocorrelation functions, with applications ⋮ Non-ideal Brownian motion, generalized Langevin equation and its application to the security market ⋮ On the Structure and Estimation of Reflection Positive Processes ⋮ Asymptotics for prediction errors of stationary processes with reflection positivity






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