A new algorithm derived from the view-point of the fluctuation- dissipation principle in the theory of \(\text{KM}_ 2\text{O}\)-Langevin equations

DOI10.14492/hokmj/1381413172zbMath0793.60040MaRDI QIDQ1310507

Yasunori Okabe

Publication date: 6 January 1994

Published in: Hokkaido Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14492/hokmj/1381413172

zbMATH Keywords

fluctuation-dissipation principle

Mathematics Subject Classification ID

60G10: Stationary stochastic processes

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

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