Multiplicative stochastic processes involving the time derivative of a Markov process

DOI10.1063/1.527664zbMath0619.60077OpenAlexW2006823697MaRDI QIDQ3756260

Henk F. Arnoldus, Thomas F. George

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1063/1.527664

zbMATH Keywords

characteristic functionalatom in a finite-bandwidth laser fieldmarginal characteristic functionalphase-locked radiation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Stochastic mechanics (including stochastic electrodynamics) (81P20)

Cites Work

• Initial correlations of the multiplicative process, driven by random jumps
• Solving linear stochastic differential equations
• Contributions to the Theory of Multiplicative Stochastic Processes

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