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Physica A: Statistical Mechanics and its Applications

Volumn 303, Issue 1-2, 2002, Pages 91-104

Effective Markovian approximation for non-Gaussian noises: A path integral approach

(3) Fuentes, M A a Wio, Horacio S a Toral, Raúl b

a INSTITUTO BALSEIRO (Argentina)

b INSTITUTO MEDITERRÁNEO DE ESTUDIOS AVANZADOS (Spain)

Author keywords

First passage time; Non Gaussian processes; Non Markovian processes; Path integrals

Indexed keywords

APPROXIMATION THEORY; COMPUTER SIMULATION; DIFFERENTIAL EQUATIONS; DIFFUSION; INTEGRAL EQUATIONS; SPURIOUS SIGNAL NOISE;

NON-GAUSSIAN NOISE;

MARKOV PROCESSES;

EID: 0036153750 PISSN: 03784371 EISSN: None Source Type: Journal
DOI: 10.1016/S0378-4371(01)00435-6 Document Type: Article

Times cited : (200)

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