Ergodic properties of the non-Markovian Langevin equation

DOI10.1023/A:1007307617547zbMATH Open0894.60051OpenAlexW30649134MaRDI QIDQ1366438FDOQ1366438

Authors: V. Jakšić, C.-A. Pillet 

Publication date: 30 August 1998

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

Full work available at URL: https://doi.org/10.1023/a:1007307617547

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zbMATH Keywords

Brownian motionergodic theoryLangevin equationopen systemsreturn to equilibriumthermal relaxation

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Spectral problems; spectral geometry; scattering theory on manifolds (58J50) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05) Ergodic theory (37A99)

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