Dynamical properties of non-Markovian stochastic differential equations

DOI10.1063/1.526275zbMath0542.60063OpenAlexW2043091240MaRDI QIDQ3330249

A. Hernández-Machado, Miguel San Miguel

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1063/1.526275

zbMATH Keywords

Brownian harmonic oscillatorMarkovian limitLangevin-type stochastic differential equations

Mathematics Subject Classification ID

Quantum equilibrium statistical mechanics (general) (82B10) Stochastic analysis (60H99)

Related Items (2)

Non-Markovian parametrical vibration ⋮ Study of the parametric oscillator driven by narrow-band noise to model the response of a fluid surface to time-dependent accelerations

Cites Work

• The generalized Langevin equation with Gaussian fluctuations

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