The generalized Langevin equation with Gaussian fluctuations

DOI10.1063/1.523242zbMath0371.60039MaRDI QIDQ4147337

Ronald F. Fox

Publication date: 1977

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

Full work available at URL: https://semanticscholar.org/paper/a4f5b3487f6b97b30966c174b1a9e988f785894b

Mathematics Subject Classification ID

60G15: Gaussian processes

60G10: Stationary stochastic processes

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Cites Work

• The Brownian movement and stochastic equations
• On the Theory of the Brownian Motion II