New perspective in the theory of second-order stochastic processes

DOI10.1088/0305-4470/30/15/015zbMATH Open0935.82033OpenAlexW2011414530MaRDI QIDQ4248324FDOQ4248324

Authors: J. Heinrichs 

Publication date: 9 May 2000

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

Full work available at URL: https://doi.org/10.1088/0305-4470/30/15/015

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zbMATH Keywords

Brownian motionMarkov processesLangevin equationFokker-Planck-like equations

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Cited In (6)

• Title not available (Why is that?)
• Approach to expressing the second moment with a class of stochas- tic completion time
• Multivariate self-similar processes: second-order theory
• Second order connections and stochastic horizontal lifts
• A New Class of Second Order Self-Similar Processes
• On the loss of orthogonality in the second-order Arnoldi process

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