On time reversibility in stochastic differential equations

Zochil González Arenas, Daniel G. Barci

Resumo


Stochastic differential equations and its applications are a subject of great interest for scientific research. In this area, Langevin and Fokker-Planck formalisms are extensively used. Systems modeled by differential stochastic equations with additive noise have been largely studied and are the most popular models. However, the understanding of the stochastic dynamics and the evolution to equilibrium for systems dealing with multiplicative noise is difficult and there is a lack of general tools for its characterization. In particular, for the multiplicative noise case, the Fokker-Planck equation does depend on the chosen prescription for the stochastic integration of the associated Langevin equation.[...]


Texto completo:

PDF

Apontamentos

  • Não há apontamentos.


SBMAC - Sociedade de Matemática Aplicada e Computacional
Edifício Medical Center - Rua Maestro João Seppe, nº. 900, 16º. andar - Sala 163 | São Carlos/SP - CEP: 13561-120
 


Normas para publicação | Contato