On the relations between Markovian master equations and stochastic differential equations

Physica A: Statistical Mechanics and its Applications

Volumn 107, Issue 1, 1981, Pages 143-157

  Hanggi, Peter ^a   Shuler, Kurt E ^a   Oppenheim, Irwin ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 4244199243     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/0378-4371(81)90028-5     Document Type: Article

References (29)

1. Stochastic processes with non-additive fluctuations
2. On the equivalence of time-convolutionless master equations and generalized Langevin equations
3. Correlation functions and masterequations of generalized (non-Markovian) Langevin equations
4. Langevin description of markovian integro-differential master equations
5. Stochastic integral
6. On derivations and solutions of master equations and asymptotic representations
7. A POWER SERIES EXPANSION OF THE MASTER EQUATION
8. Stochastic theory of multistate relaxation processes
9. LIII.Dynamical problems in illustration of the theory of gases