On the theory of Brownian motion with the Alder-Wainwright effect

DOI10.1007/BF01020584zbMath0629.60070MaRDI QIDQ1093996

Yasunori Okabe

Publication date: 1986

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

zbMATH Keywords

fluctuation-dissipation theoremsAlder-Wainwright effectKMO- Langevin equationsStokes Boussinesq-Langevin equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic mechanics (including stochastic electrodynamics) (81P20)

Related Items (6)

The theory of KM₂O-Langevin equations and applications to data analysis (II): Causal analysis (1) ⋮ Asymptotic Analysis of the Mean Squared Displacement under Fractional Memory Kernels ⋮ Stretched-exponential decay laws of general defect diffusion models ⋮ Detection of changes in non-linear dynamics for time series based on the theory of \(\mathrm{KM}_2 \mathrm O\)-Langevin equations ⋮ Non-ideal Brownian motion, generalized Langevin equation and its application to the security market ⋮ Fractional Stokes–Boussinesq–Langevin equation and Mittag-Leffler correlation decay

Cites Work

• A generalized fluctuation-dissipation theorem for the one-dimensional diffusion process
• Fluctuating hydrodynamics and Brownian motion
• The Brownian movement and stochastic equations

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