Hidden symmetries and equilibrium properties of multiplicative white-noise stochastic processes
From MaRDI portal
Publication:3301309
DOI10.1088/1742-5468/2012/12/P12005zbMath1456.82769arXiv1210.3383MaRDI QIDQ3301309
Zochil González Arenas, Daniel G. Barci
Publication date: 11 August 2020
Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1210.3383
Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Multiplicative functionals and Markov processes (60J57)
Related Items
Stochastic dynamics of planar magnetic moments in a three-dimensional environment, The role of multiplicative noise in critical dynamics, A functional renormalization method for wave propagation in random media, Magnetization dynamics: path-integral formalism for the stochastic Landau–Lifshitz–Gilbert equation, Dynamical symmetries of Markov processes with multiplicative white noise
Cites Work
- Unnamed Item
- Unnamed Item
- Stochastic thermodynamics: principles and perspectives
- Mathematical biology. Vol. 1: An introduction.
- Multiple Wiener integral
- Theory of Financial Risk and Derivative Pricing
- Introduction to Econophysics
- A New Representation for Stochastic Integrals and Equations
- Supersymmetric field theories and stochastic differential equations