A stochastic process driven by the quadratic Ornstein-Uhlenbeck noise: generator, propagators and all that

DOI10.1088/0305-4470/21/14/008zbMath0653.60108OpenAlexW2104833962MaRDI QIDQ3799478

Jerzy Łuczka

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1088/0305-4470/21/14/008

zbMATH Keywords

correlation functionsnon-Markovian stochastic processquadratic Ornstein-Uhlenbeck noise

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic mechanics (including stochastic electrodynamics) (81P20) Markov processes (60J99)

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