The generalized Wiener process II: Finite systems

DOI10.1088/0305-4470/32/22/302MaRDI QIDQ3836173zbMATH OpenOpenAlexFDO

Authors Adrián A. Budini, Manuel O. Cáceres

Publication date 6 December 1999

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

Full work available at URL https://doi.org/10.1088/0305-4470/32/22/302

zbMATH Keywords

boundary conditionsKolmogorov hierarchy of distributionsLangevin-like equationsnon-Markovian 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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Cited in

(7)

• Path properties of an infinite system of Wiener processes
• Functional characterization of generalized Langevin equations
• The generalized Ornstein - Uhlenbeck process
• Nonhomogeneous Noise and Q-Wiener Processes on Bounded Domains
• Fokker–Planck representations of non-Markov Langevin equations: application to delayed systems
• Exact results on Poisson noise, Poisson flights, and Poisson fluctuations
• Passage time statistics in a stochastic Verhulst model

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