Properties of the noise-induced ‘‘spurious’’ drift. I.

DOI10.1063/1.524381zbMath0438.60068OpenAlexW2012577549MaRDI QIDQ3880043

U. Deker, Dietrich Ryter

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1063/1.524381

zbMATH Keywords

Fokker-Planck equationsLangevin equationsspurious drift

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Kinetic theory of gases in equilibrium statistical mechanics (82B40) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (5)

The exit problem at weak noise, the two-variable quasipotential, and the Kramers problem ⋮ A geometrical method for the Smoluchowski equation on the sphere ⋮ Weak-noise solution of Fokker-Planck equations with \(n(>2)\) variables: a simpler evaluation near equilibrium points ⋮ Properties of the noise-induced ‘‘spurious’’ drift. II. Simplifications of Langevin equations ⋮ A manifestly covariant theory of multifield stochastic inflation in phase space: solving the discretisation ambiguity in stochastic inflation

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