Generalized Ornstein-Uhlenbeck processes

DOI10.1063/1.2206878zbMath1112.82034arXivcond-mat/0602548OpenAlexW2077250869WikidataQ58042907 ScholiaQ58042907MaRDI QIDQ3441961

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Publication date: 16 May 2007

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

Full work available at URL: https://arxiv.org/abs/cond-mat/0602548

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic processes (60G99) Transport processes in time-dependent statistical mechanics (82C70) Markov processes (60J99)

Related Items (3)

Hazard-selfsimilarity of diffusions’ first passage times ⋮ Exact propagator for a Fokker-Planck equation, first passage time distribution, and anomalous diffusion ⋮ Numerical implementation of the multiscale and averaging methods for quasi periodic systems

Cites Work

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• On the Origin of the Cosmic Radiation
• The Factorization Method
• The random walk's guide to anomalous diffusion: A fractional dynamics approach

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