Stochastic processes driven by dichotomous Markov noise: Some exact dynamical results

DOI10.1063/1.526160zbMath0542.60064OpenAlexW2141010020MaRDI QIDQ3330250

José M. Sancho

Publication date: 1984

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

Full work available at URL: http://hdl.handle.net/2445/24504

zbMATH Keywords

Langevin equationnon-Fokker-Planck master differential equation

Mathematics Subject Classification ID

Quantum equilibrium statistical mechanics (general) (82B10) Stochastic analysis (60H99) Markov processes (60J99)

Related Items (13)

On the influence of reflective boundary conditions on the statistics of Poisson-Kac diffusion processes ⋮ Absorbed driven diffusion can provide positive heat and work output ⋮ Exact solution of evolution equation for randomly interrupted diffusion ⋮ Nonequilibrium steady-state distributions in randomly switching potentials ⋮ Stochastic dynamics with multiplicative dichotomic noise: heterogeneous telegrapher's equation, anomalous crossovers and resetting ⋮ Weakly driven anomalous diffusion in non-ergodic regime: an analytical solution ⋮ Stochastic foundations of undulatory transport phenomena: generalized Poisson–Kac processes—part I basic theory ⋮ Noise-induced stabilization of bumps in systems with long-range spatial coupling ⋮ STOCHASTICALLY PERTURBED FLOWS: DELAYED AND INTERRUPTED EVOLUTION ⋮ Exact results on Poisson noise, Poisson flights, and Poisson fluctuations ⋮ Density approach to ballistic anomalous diffusion: An exact analytical treatment ⋮ DICHOTOMOUS MARKOV NOISE: EXACT RESULTS FOR OUT-OF-EQUILIBRIUM SYSTEMS ⋮ Finite-velocity diffusion in the presence of a force

Cites Work

• Phase Diagrams of Noise Induced Transitions: Exact Results for a Class of External Coloured Noise
• Phase Transition and Slowing Down in Non-Equilibrium Stochastic Processes
• Brownian motion in a field of force and the diffusion theory of chemical reactions
• Solving linear stochastic differential equations
• Stochastic Liouville Equations

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