A generalized fluctuation-dissipation theorem for the one-dimensional diffusion process

DOI10.1007/BF01209325zbMath0573.60051MaRDI QIDQ1063325

Yasunori Okabe

Publication date: 1985

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

zbMATH Keywords

statistical physicsgeneralized fluctuation-dissipation theoremstationary process with T-positivity

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic mechanics (including stochastic electrodynamics) (81P20)

Related Items (6)

On the theory of Brownian motion with the Alder-Wainwright effect ⋮ The theory of KM₂O-Langevin equations and applications to data analysis (II): Causal analysis (1) ⋮ Diffusion processes in nonequilibrium thermodynamics ⋮ Maximum likelihood estimators for generalized Cauchy processes ⋮ Detection of changes in non-linear dynamics for time series based on the theory of \(\mathrm{KM}_2 \mathrm O\)-Langevin equations ⋮ A theory of average response to large jump perturbations

Cites Work

• Axioms for Euclidean Green's functions
• From Euclidean to relativistic fields and on the notion of Markoff fields
• A characterization of Osterwalder-Schrader path spaces by the associated semigroup
• On quantum theory in terms of white noise
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