On the linearization of nonlinear Langevin-type stochastic differential equations
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Publication:1072225
DOI10.1007/BF01009680zbMath0587.60047MaRDI QIDQ1072225
K. P. N. Murthy, M. C. Valsakumar, G. Ananthakrishna
Publication date: 1983
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Monte Carlo calculations; nonlinear Langevin equation; Gaussian decoupling scheme; piecewise optimal linearization
65C05: Monte Carlo methods
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
81P20: Stochastic mechanics (including stochastic electrodynamics)
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