Stochastic dynamics of constrained systems

Physica A: Statistical Mechanics and its Applications

Volumn 245, Issue 3-4, 1997, Pages 517-522

  Schwartz, M ^a   Navot, Y ^a  

^a TEL AVIV UNIVERSITY   (Israel)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTATIONAL METHODS; CONSTRAINT THEORY; LAGRANGE MULTIPLIERS; RANDOM PROCESSES;

CONSTRAINED SYSTEMS; FOKKER PLANCK EQUATIONS; LANGEVIN EQUATIONS; SMOLUCHOWSKII EQUATIONS;

DYNAMICS;

EID: 0031276784     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(97)00357-9     Document Type: Article

References (6)

1. N.G. van Kampen, J. Statist. Phys. 44 (1986) 1.
2. H. Risken, The Fokker Planck Equation, Springer, Berlin, 1989.
3. K. Ito, Nagoya Math. J. 1 (1950) 35.
4. H.P. McKean Jr., Stochastic Integrals, Academic Press, New York, 1969.
5. K.D. Elworthy, Stochastic Differential Equations on Manifolds, London Mathematical Society Lecture Note Series, vol. 70, Cambridge University Press, Cambridge, 1982.
6. M. van den Berg, T. Lewis, Bull. Lond. Math. Soc. 17 (1985) 144.