Fokker-Planck equations for time-delayed systems via Markovian embedding

DOI10.1007/S10955-019-02359-4zbMath1429.60056arXiv1903.02322OpenAlexW3105712710WikidataQ127331764 ScholiaQ127331764MaRDI QIDQ2328722

Sarah A. M. Loos, Sabine H. L. Klapp

Publication date: 10 October 2019

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

Full work available at URL: https://arxiv.org/abs/1903.02322

zbMATH Keywords

time delayFokker-Planck equationsstochastic delay differential equationsnon-Markovian processesNovikov's theorem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Related Items (1)

Correlation functions of non-Markovian systems out of equilibrium: analytical expressions beyond single-exponential memory

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