Langevin original approach and Ornstein-Uhlenbeck-type processes

DOI10.1016/J.PHYSA.2021.126349MaRDI QIDQ2667665zbMATH OpenOpenAlexFDO

Authors O. Contreras-Vergara, N. Lucero-Azuara, Norma Sánchez-Salas, J. I. Jiménez-Aquino

Publication date 1 March 2022

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physa.2021.126349

zbMATH Keywords

Brownian motionBrownian motion across a magnetic fieldharmonic oscillator Brownian motionLangevin approachLangevin equationOrnstein-Uhlenbeck process

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites work

• Brownian motion across a magnetic field: Langevin approach revisited
• Brownian motion in a gas of charged particles under the influence of a magnetic field
• Brownian motion of charged particles driven by correlated noise in magnetic field
• scientific article; zbMATH DE number 3119871 (Why is no real title available?)
• scientific article; zbMATH DE number 2061791 (Why is no real title available?)
• scientific article; zbMATH DE number 3094609 (Why is no real title available?)
• scientific article; zbMATH DE number 3102710 (Why is no real title available?)
• Mean first-passage times in confined media: from Markovian to non-Markovian processes
• On the Langevin approach to particle transport
• Spherical particle Brownian motion in viscous medium as non-Markovian random process
• Stochastic Problems in Physics and Astronomy
• The Fokker-Planck equation. Methods of solutions and applications.

Cited in

(4)

• Derivation of an Ornstein-Uhlenbeck process for a massive particle in a rarified gas of particles
• Laplace and the origin of the Ornstein-Uhlenbeck process
• The Langevin Approach: A Simple Stochastic Method for Complex Phenomena
• scientific article; zbMATH DE number 4089205 (Why is no real title available?)

This page was built for publication: Langevin original approach and Ornstein-Uhlenbeck-type processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2667665)