The generalized Ornstein-Uhlenbeck process

Journal of Physics A: Mathematical and General

Volumn 30, Issue 24, 1997, Pages 8427-8444

  Cáceres, Manuel O ^a   Budini, Adrián A ^b  

^a DEPARTAMENTO DE FÍSICA   (Argentina)

^b UNIVERSIDAD NACIONAL DEL COMAHUE   (Argentina)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0039874339     PISSN: 03054470     EISSN: None     Source Type: Journal    
DOI: 10.1088/0305-4470/30/24/009     Document Type: Article

References (25)

1. Uhlenbeck G E and Ornstein L S 1930 Phys. Rev. 36 823
2. Weiss G H 1973 J. Stat. Phys. 8 221
3. Ishii K and Kitahara K 1982 Prog. Theor. Phys. 68 665
4. Sancho J M and San Miguel 1983 Prog. Theor. Phys. 69 1085
5. Morita A 1990 Phys. Rev. A 41 754.
6. Gitterman M 1995 Phys. Rev. E 52 303 and references therein
7. Balakrishnan V, van der Broeck C and Hänggi P 1988 Phys. Rev. A 38 4213
8. Hernandez-Garcia E, Pesquera L, Rodriguez M A and San Miguel M 1987 Phys. Rev. A 36 5774
9. van Kampen N G 1992 Stochastic Processes in Physics and Chemistry 2nd edn (Amsterdam: North-Holland)
10. Kubo R 1963 J. Math. Phys. 4 174
11. Campbell N R 1909 Proc. Camb. Philos. Soc. 15 117 reprinted 1954 Selected Papers on Noise and Stochastic Process ed N Wax (New York: Dover)
12. Campbell N R 1909 Proc. Camb. Philos. Soc. 15 117 reprinted 1954 Selected Papers on Noise and Stochastic Process ed N Wax (New York: Dover)
13. Darling D A and Siegert A J F 1954 Proc. Natl Acad. Sci., USA 42 525
14. van Kampen N G 1980 Phys. Lett. 76A 104
15. Becker A, Cáceres M O and Kramer L 1992 Phys. Rev. A 46 R4463 Cáceres M O, Becker A and Kramer L 1991 Phys. Rev. A 43 6581
16. Becker A, Cáceres M O and Kramer L 1992 Phys. Rev. A 46 R4463 Cáceres M O, Becker A and Kramer L 1991 Phys. Rev. A 43 6581
17. Hongler M O 1992 Physica 188A 597
18. Cáceres M O, Budde C E and Sibona G J 1995 J. Phys. A: Math. Gen. 28 3877 Cáceres M O, Fuentes M A and Budde C E 1997 J. Phys. A: Math. Gen. 30 2287
19. Cáceres M O, Budde C E and Sibona G J 1995 J. Phys. A: Math. Gen. 28 3877 Cáceres M O, Fuentes M A and Budde C E 1997 J. Phys. A: Math. Gen. 30 2287
20. Risken H 1984 The Fokker-Planck Equation (Berlin: Springer)
21. Wyllie C 1980 Phys. Rep. 61 327
22. van Kampen N G 1980 Physica 102A 489
23. Magnus N 1954 Commun. Pure Appl. Math. 7 649 Pechukas P and Light J 1966 J. Chem. Phys. 44 10 Prato D and Lamberti P W 1997 J. Chem. Phys. 106 4640
24. Magnus N 1954 Commun. Pure Appl. Math. 7 649 Pechukas P and Light J 1966 J. Chem. Phys. 44 10 Prato D and Lamberti P W 1997 J. Chem. Phys. 106 4640
25. Magnus N 1954 Commun. Pure Appl. Math. 7 649 Pechukas P and Light J 1966 J. Chem. Phys. 44 10 Prato D and Lamberti P W 1997 J. Chem. Phys. 106 4640