EXACT SOLUTION OF EVOLUTION EQUATION FOR RANDOMLY INTERRUPTED DIFFUSION

Authors
LUCZKA J NIEMIEC M PIOTROWSKI E
Citation
J. Luczka et al., EXACT SOLUTION OF EVOLUTION EQUATION FOR RANDOMLY INTERRUPTED DIFFUSION, Journal of mathematical physics, 34(11), 1993, pp. 5357-5366
Citations number
16
Categorie Soggetti
Mathematical Method, Physical Science","Physycs, Mathematical
Journal title
Journal of mathematical physics → ACNP
ISSN journal
00222488
Volume
34
Issue
11
Year of publication
1993
Pages
5357 - 5366
Database
ISI
SICI code
0022-2488(1993)34:11<5357:ESOEEF>2.0.ZU;2-K
Abstract
An evolution equation of integro-differential type for a one-dimension al probability distribution of a linear process driven by additive ran domly interrupted Gaussian white noise is exactly solved. A family of propagators for a probability distribution of the process is obtained. Selected examples of a time-dependent distribution are presented