Initial correlations of the multiplicative process, driven by random jumps

DOI10.1088/0305-4470/19/9/035zbMath0614.60070OpenAlexW2129021347MaRDI QIDQ4721341

Henk F. Arnoldus, Gerard Nienhuis

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1088/0305-4470/19/9/035

zbMATH Keywords

steady-state solutionfinite correlation time of the jump process

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Stochastic mechanics (including stochastic electrodynamics) (81P20)

Related Items (2)

Multiplicative stochastic processes involving the time derivative of a Markov process ⋮ Correlation functions in finite memory-time reservoir theory

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