A diffusion process for the asymptotic limit of a noncentred stochastic system

DOI10.1088/0305-4470/35/8/302MaRDI QIDQ4545274zbMATH OpenOpenAlexFDO

Authors

Publication date 15 August 2002

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

Full work available at URL https://doi.org/10.1088/0305-4470/35/8/302

zbMATH Keywords

stochastic differential equationsKolmogorov backward equationextended Kolmogorov-Fokker-Planck equationpseudodifferential operator theoryrandom multilayer

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cited in

(1)

• Asymptotic theory of noncentered mixing stochastic differential equations

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