Fluctuation-dissipation relations in the presence of multiplicative noise

DOI10.1080/00411458708204610zbMATH Open0638.60087OpenAlexW2018174867MaRDI QIDQ3779544FDOQ3779544

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Publication date: 1987

Published in: Transport Theory and Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00411458708204610

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zbMATH Keywords

multiplicative noiseLangevin equationfluctuation-dissipation theorems

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

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• Transport, Collective Motion, and Brownian Motion
• Random differential equations in science and engineering
• Generalized Cumulant Expansion Method
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Cited In (10)

• THE EFFECT OF INTERFERENCE IN ADDITIVE AND MULTIPLICATIVE WHITE NOISES ON INFORMATION ENTROPY PRODUCTION AND ENTROPY FLUX
• Title not available (Why is that?)
• \(q\)-exponential relaxation of the expected avalanche size in the coherent noise model
• On the influence of additive and multiplicative noise on holes in dissipative systems
• Essential m-dissipativity and hypocoercivity of Langevin dynamics with multiplicative noise
• Dynamical symmetries of Markov processes with multiplicative white noise
• A general fluctuation-response relation for noise variations and its application to driven hydrodynamic experiments
• Mode-coupling theory and the fluctuation–dissipation theorem for nonlinear Langevin equations with multiplicative noise
• Brownian motion with multiplicative noises revisited
• Fluctuation Dissipation Relation for a Langevin Model with Multiplicative Noise

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