Stochastic averaging by functional differentiation

DOI10.1063/1.527120MaRDI QIDQ3721549zbMATH OpenOpenAlexFDO

Authors

Publication date 1986

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

Full work available at URL https://doi.org/10.1063/1.527120

zbMATH Keywords

Ornstein-Uhlenbeck processstochastic average

Mathematics Subject Classification ID

Stochastic analysis (60H99) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Stochastic mechanics (including stochastic electrodynamics) (81P20)

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Cites work

• Averaging in quantum stochastics: a soluble model with coloured noise
• Exact solution of a nonlinear Langevin equation with applications to photoelectron counting and noise-induced instability

Cited in

(3)

• Study of stochastic differential equations by constructive methods. I.
• Statistical properties of the T-exponential of isotropically distributed random matrices
• Averaging in quantum stochastics: a soluble model with coloured noise

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