Contributions to the Theory of Multiplicative Stochastic Processes

DOI10.1063/1.1666123zbMath0253.60090OpenAlexW1987767984MaRDI QIDQ5667359

Ronald F. Fox

Publication date: 1972

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

Full work available at URL: https://semanticscholar.org/paper/405c3b95b6af3cb761a8123d56d81c141ddcfe7e

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic processes (60G99)

Related Items (9)

Intrinsic coherence resonance in excitable membrane patches ⋮ Multiplicative noise: A mechanism leading to nonextensive statistical mechanics ⋮ Multiplicative stochastic processes involving the time derivative of a Markov process ⋮ An ``H-Theorem for Multiplicative Stochastic Processes ⋮ Multiplicative stochastic processes, Fokker-Planck equations, and a possible dynamical mechanism for critical behavior ⋮ Exact solutions of some multiplicative stochastic processes ⋮ Hydrodynamic fluctuation theories ⋮ A generalized Langevin equation for dealing with nonadditive fluctuations ⋮ Theory of nonlinear Langevin equation with quadratic noise

Cites Work

• Stochastic Liouville Equations
• Contributions to Non-Equilibrium Thermodynamics. I. Theory of Hydrodynamical Fluctuations
• Contributions to Nonequilibrium Thermodynamics. II. Fluctuation Theory for the Boltzmann Equation
• Fluctuations and Irreversible Processes
• On the Theory of the Brownian Motion II

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