Langevin equation with multiplicative white noise: transformation of diffusion processes into the Wiener process in different prescriptions
From MaRDI portal
Publication:1758487
DOI10.1016/j.aop.2012.04.008zbMath1253.82067MaRDI QIDQ1758487
Publication date: 9 November 2012
Published in: Annals of Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.aop.2012.04.008
60J60: Diffusion processes
82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics
Related Items
Unnamed Item, On multi-singular integral equations involving n weakly singular kernels, Similar solutions for nonlinear Langevin equations with the drift and diffusion coefficients separable in time and space, Numerical solution of variable‐order stochastic fractional integro‐differential equation with a collocation method based on Müntz–Legendre polynomial, An algorithm to estimate parameter in Müntz-Legendre polynomial approximation for the numerical solution of stochastic fractional integro-differential equation, Broad class of nonlinear Langevin equations driven by multiplicative Ornstein-Uhlenbeck noise: generalized \(n\)-moment and generalized second Einstein relation, On a time-inhomogeneous diffusion process with discontinuous drift, Analysis of reflected diffusions via an exponential time-based transformation, Degradation data analysis and remaining useful life estimation: a review on Wiener-process-based methods, On \(1/f\) noise, On fractional Langevin equation involving two fractional orders, Generalized second Einstein relation in heterogeneous media, On the construction of a special class of time-inhomogeneous diffusion processes, Stochastic resonance in a fractional oscillator with random damping strength and random spring stiffness, Stochastic resonance in an underdamped fractional oscillator with signal-modulated noise, Fractal and generalized Fokker–Planck equations: description of the characterization of anomalous diffusion in magnetic resonance imaging
Cites Work
- Unnamed Item
- Unnamed Item
- On the transformation of diffusion processes into the Wiener process
- The Fokker-Planck equation. Methods of solutions and applications.
- Dynamical correlations
- Inferring the effect of therapy on tumors showing stochastic Gompertzian growth
- Handbook of stochastic methods for physics, chemistry and natural sciences.
