The generalized Ornstein - Uhlenbeck process

DOI10.1088/0305-4470/30/24/009MaRDI QIDQ4255676zbMATH OpenOpenAlexFDO

Authors Manuel O. Cáceres, Adrián A. Budini

Publication date 23 September 1999

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

Full work available at URL https://semanticscholar.org/paper/32b453c3606ca6e53ce0d2b95ba90018b001e41e

zbMATH Keywords

characteristic functionalgeneralized Kubo oscillatorgeneralized Langevin processgeneralized Ornstein-Uhlenbeck processesLangevin-like equationsWiener processes

Mathematics Subject Classification ID

Other physical applications of random processes (60K40) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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• scientific article; zbMATH DE number 6117837 (Why is no real title available?)
• Functional characterization of generalized Langevin equations
• Stochastic acceleration in generalized squared Bessel processes
• An H-theorem for the general relativistic Ornstein-Uhlenbeck process
• Generalized Ornstein-Uhlenbeck processes
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• A stochastic process driven by the quadratic Ornstein-Uhlenbeck noise: generator, propagators and all that
• The generalized Wiener process II: Finite systems
• scientific article; zbMATH DE number 1263986 (Why is no real title available?)
• Fokker–Planck representations of non-Markov Langevin equations: application to delayed systems
• Exact results on Poisson noise, Poisson flights, and Poisson fluctuations
• On Maximal Inequalities for Ornstein--Uhlenbeck Processes with Jumps
• Hyperbolic Ornstein-Uhlenbeck process
• scientific article; zbMATH DE number 7070796 (Why is no real title available?)
• Power Brownian motion: an Ornstein-Uhlenbeck lookout
• Power levy motion. II: Evolution
• Generalised Ornstein-Uhlenbeck process: memory effects and resetting
• Stochastic gyration driven by dichotomous noises
• A solution of the Ornstein-Uhlenbeck equation
• Dynamics of individuals and swarms with shot noise induced by stochastic food supply

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