The generalized Langevin equation with Gaussian fluctuations

DOI10.1063/1.523242zbMath0371.60039OpenAlexW2056688621MaRDI QIDQ4147337

Ronald F. Fox

Publication date: 1977

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

Full work available at URL: https://semanticscholar.org/paper/a4f5b3487f6b97b30966c174b1a9e988f785894b

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10)

Related Items (15)

Non-Markovian Brownian motion in a magnetic field and time-dependent force fields ⋮ Stochastic quantization of topological field theory: Generalized Langevin equation with memory kernel ⋮ Explicit solution of the generalised Langevin equation ⋮ Nonequilibrium fractional correlation functions and fluctuation-dissipation in linear viscoelasticity ⋮ Interest rate modeling with generalized Langevin equations ⋮ Application of dynamic disorder approach to the temperature dependent non-exponential electron transfer kinetics in Rhodopseudomonas viridis ⋮ Lévy diffusion: the density versus the trajectory approach ⋮ Maximizing information exchange between complex networks ⋮ Dynamical properties of non-Markovian stochastic differential equations ⋮ Fluctuation theories and Gaussian stochastic processes ⋮ Fokker–Planck representations of non-Markov Langevin equations: application to delayed systems ⋮ Generalized Fokker–Planck equation for non-Markovian processes ⋮ A generalized Langevin equation for dealing with nonadditive fluctuations ⋮ Stochastic quantization for complex actions ⋮ Stochastic quantization of real-time thermal field theory

Cites Work

• The Brownian movement and stochastic equations
• On the Theory of the Brownian Motion II

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