The generalized Ornstein - Uhlenbeck process

DOI10.1088/0305-4470/30/24/009zbMath0932.82027OpenAlexW2008277779MaRDI QIDQ4255676

Manuel O. Cáceres, Adrián A. Budini

Publication date: 23 September 1999

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

Full work available at URL: https://semanticscholar.org/paper/32b453c3606ca6e53ce0d2b95ba90018b001e41e

zbMATH Keywords

Wiener processesLangevin-like equationscharacteristic functionalgeneralized Ornstein-Uhlenbeck processesgeneralized Kubo oscillatorgeneralized Langevin process

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 (6)

On Maximal Inequalities for Ornstein--Uhlenbeck Processes with Jumps ⋮ Work fluctuation relations for a dragged Brownian particle in active bath ⋮ Dynamics of individuals and swarms with shot noise induced by stochastic food supply ⋮ Fokker–Planck representations of non-Markov Langevin equations: application to delayed systems ⋮ Exact results on Poisson noise, Poisson flights, and Poisson fluctuations ⋮ A solution of the Ornstein-Uhlenbeck equation

This page was built for publication: The generalized Ornstein - Uhlenbeck process