Theory of nonlinear Langevin equation with quadratic noise

DOI10.1063/1.525275zbMath0496.60056OpenAlexW1999755075MaRDI QIDQ3959892

Krzysztof Wódkiewicz

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1063/1.525275

zbMATH Keywords

generalized Langevin equationgeneralized Fokker-Planck equationOrnstein-Uhlenbeck noise

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items (5)

Stochastic resonance in two coupled fractional oscillators with potential and coupling parameters subjected to quadratic asymmetric dichotomous noise ⋮ Non-Markovian noise ⋮ Relaxation problem with a quadratic noise: Analysis ⋮ An approximate master equation for systems driven by linear Ornstein- Uhlenbeck noise ⋮ Exact solution of a nonlinear Langevin equation with applications to photoelectron counting and noise-induced instability

Cites Work

• On the statistical foundation of the thermodynamic evolution criterion of Glansdorff an Prigogine
• Exact solutions of some multiplicative stochastic processes
• Contributions to the Theory of Multiplicative Stochastic Processes

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