Generalized Fokker-Planck equation and its solution for linear non-Markovian Gaussian systems

• Published in: Condensed Matter Physics
• Date: 2011
• Main Author: Sliusarenko, O.Yu.
• Format: Article
• Language: English
• Published: Інститут фізики конденсованих систем НАН України 2011
• Online Access: https://nasplib.isofts.kiev.ua/handle/123456789/119976
• Journal Title: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Cite this: Generalized Fokker-Planck equation and its solution for linear non-Markovian Gaussian systems / O.Yu. Sliusarenko // Condensed Matter Physics. — 2011. — Т. 14, № 2. — С. 23002:1-14. — Бібліогр.: 37 назв. — англ.

In this paper we suggest a consistent approach to derivation of generalized Fokker-Planck equation (GFPE) for Gaussian non-Markovian processes with stationary increments. This approach allows us to construct the probability density function (PDF) without a need to solve the GFPE. We employ our metho...