Dynamical properties of non-Markovian stochastic differential equations

DOI10.1063/1.526275MaRDI QIDQ3330249zbMATH OpenOpenAlexFDO

Authors A. Hernandez-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 oscillatorLangevin-type stochastic differential equationsMarkovian limit

Mathematics Subject Classification ID

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

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Cites work

• The generalized Langevin equation with Gaussian fluctuations

Cited in

(16)

• Non-Markovian parametrical vibration
• Nonlinear relaxation time for stochastic processes driven by non-Gaussian noises. Decay of unstable states
• Long asymptotic correlation time for non-linear autonomous Itô's stochastic differential equation
• Diffusion and memory effects for stochastic processes and fractional Langevin equations
• Non-Markovian two-time correlation dynamics and nonergodicity
• Stochastic flows driven by non-Markovian dichotomic noise.
• Non-Markovian noise.
• Non-Markovian Lévy dynamics and the effect of the underlying time correlation
• Dynamical fluctuations for semi-Markov processes
• scientific article; zbMATH DE number 3973985 (Why is no real title available?)
• Study of the parametric oscillator driven by narrow-band noise to model the response of a fluid surface to time-dependent accelerations
• A study of non-linear Langevin dynamics under non-Gaussian noise with quartic cumulant
• Non-Markovian stochastic processes: Colored noise
• Correlation functions of non-Markovian systems out of equilibrium: analytical expressions beyond single-exponential memory
• Memory effects on two-dimensional overdamped Brownian dynamics
• Non-Markovian diffusion over a saddle with a generalized Langevin equation

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