Markovian nature, completeness, regularity and correlation properties of generalized Poisson-Kac processes

DOI10.1088/1742-5468/AA58A5zbMath1457.82312arXiv1609.06985OpenAlexW2526180078MaRDI QIDQ3302949

Silvestro Crescitelli, Antonio Brasiello, Massimiliano Giona

Publication date: 11 August 2020

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.06985

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Related Items (4)

Slow diffusion by Markov random flights ⋮ Stochastic foundations of undulatory transport phenomena: generalized Poisson–Kac processes—part I basic theory ⋮ Stochastic foundations of undulatory transport phenomena: generalized Poisson–Kac processes—part III extensions and applications to kinetic theory and transport ⋮ Series representations for the characteristic function of the multidimensional Markov random flight

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