The generalized Wiener process II: Finite systems

DOI10.1088/0305-4470/32/22/302zbMath0960.82024OpenAlexW2072603172MaRDI QIDQ3836173

Manuel O. Cáceres, Adrián A. Budini

Publication date: 6 December 1999

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

Full work available at URL: https://doi.org/10.1088/0305-4470/32/22/302

zbMATH Keywords

boundary conditionsLangevin-like equationsnon-Markovian processesKolmogorov hierarchy of distributions

Mathematics Subject Classification ID

Other physical applications of random processes (60K40) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Related Items (3)

Passage time statistics in a stochastic Verhulst model ⋮ Fokker–Planck representations of non-Markov Langevin equations: application to delayed systems ⋮ Exact results on Poisson noise, Poisson flights, and Poisson fluctuations

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