Non-Markovian stochastic processes: Colored noise

DOI10.1063/1.1860471zbMath1080.82018OpenAlexW2145119674WikidataQ36202923 ScholiaQ36202923MaRDI QIDQ5705512

Jerzy Łuczka

Publication date: 8 November 2005

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.1860471

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Research exposition (monographs, survey articles) pertaining to statistical mechanics (82-02) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cites Work

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• An approximate master equation for systems driven by linear Ornstein- Uhlenbeck noise
• A stochastic process driven by the quadratic Ornstein-Uhlenbeck noise: generator, propagators and all that
• Solving linear stochastic differential equations
• Statistical Mechanics of Assemblies of Coupled Oscillators
• Classical Noise IV: Langevin Methods
• Handbook of stochastic methods for physics, chemistry and the natural sciences.

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