Generalized Fokker–Planck equation for non-Markovian processes

DOI10.1063/1.525701zbMath0505.60091OpenAlexW2076848326MaRDI QIDQ4742114

V. N. Pokrovskij, V. S. Volkov

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1063/1.525701

zbMATH Keywords

generalized Fokker-Planck equationnon-Markovian-Langevin equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Stochastic mechanics (including stochastic electrodynamics) (81P20)

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The generalized Langevin equation revisited: analytical expressions for the persistence dynamics of a viscous fluid under a time dependent external force ⋮ Non-Markovian Brownian motion in a magnetic field and time-dependent force fields ⋮ Decision-making with distorted memory: escaping the trap of past experience ⋮ On a method for approximate analysis of linear stochastic integro-differential systems ⋮ Memory induced anomalous dynamics in a random walker with internal states ⋮ Nonlocal conserved quantities, balance laws, and equations of motion

Cites Work

• The generalized Langevin equation with Gaussian fluctuations
• The generalized Langevin equation and the fluctuation- dissipation theorems

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