Generalized Fokker-Planck equation and its solution for linear non-Markovian Gaussian systems
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...
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| Published in: | Condensed Matter Physics |
|---|---|
| Date: | 2011 |
| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Інститут фізики конденсованих систем НАН України
2011
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| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/119976 |
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| 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. |