Stochastic equations of the Langevin type under a weakly dependent perturbation

DOI10.1007/BF01053607MaRDI QIDQ1279221zbMATH OpenOpenAlexFDO

Authors Roman V. Bobryk

Publication date 22 May 2000

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

Full work available at URL https://doi.org/10.1007/bf01053607

zbMATH Keywords

correlation time expansionFokker-Planck equationLangevin equationstochastic Liouville equation

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cites work

• ASYMPTOTIC BEHAVIOUR OF SOLUTIONS TO CERTAIN PROBLEMS INVOLVING NON-LINEAR DIFFERENTIAL EQUATIONS CONTAINING A SMALL PARAMETER MULTIPLYING THE HIGHEST DERIVATIVES
• scientific article; zbMATH DE number 3806623 (Why is no real title available?)
• Noise-induced transitions. Theory and applications in physics, chemistry, and biology
• Statistical averages in dynamical systems
• Statistical physics II. Nonequilibrium statistical mechanics.
• Stochastic Liouville Equations
• The Fokker-Planck equation. Methods of solution and applications
• Time ordered operator cumulants: Statistical independence and noncommutativity

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(2)

• Novel perturbation expansion for the Langevin equation
• scientific article; zbMATH DE number 4190841 (Why is no real title available?)

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