Properties of the noise-induced ‘‘spurious’’ drift. II. Simplifications of Langevin equations

DOI10.1063/1.524382zbMath0438.60069OpenAlexW1969966480MaRDI QIDQ3880044

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/10.1063/1.524382

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 (1)

A manifestly covariant theory of multifield stochastic inflation in phase space: solving the discretisation ambiguity in stochastic inflation

Cites Work

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

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