Multiplicative stochastic processes involving the time derivative of a Markov process

DOI10.1063/1.527664MaRDI QIDQ3756260zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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

Cited in

(2)

• Initial correlations of the multiplicative process, driven by random jumps
• scientific article; zbMATH DE number 4104084 (Why is no real title available?)

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