Multiplicative stochastic processes involving the time derivative of a Markov process

DOI10.1063/1.527664zbMATH Open0619.60077OpenAlexW2006823697MaRDI QIDQ3756260FDOQ3756260

Authors: 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

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zbMATH Keywords

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

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (2)

• Title not available (Why is that?)
• Initial correlations of the multiplicative process, driven by random jumps

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