Langevin particle in Gaussian noise

Authors
Grigorenko, AN
Citation
An. Grigorenko, Langevin particle in Gaussian noise, PHYS LETT A, 278(6), 2001, pp. 325-330
Citations number
12
Categorie Soggetti
Physics
Journal title
PHYSICS LETTERS A
ISSN journal
03759601 → ACNP
Volume
278
Issue
6
Year of publication
2001
Pages
325 - 330
Database
ISI
SICI code
0375-9601(20010115)278:6<325:LPIGN>2.0.ZU;2-W
Abstract
The problem of memory of past is discussed for a Langevin particle subject to Gaussian noise of a general type. The most probable trajectories of a pa rticle are found and a generalisation of the Girsanov formula is proposed. (C) 2001 Elsevier Science B.V. All rights reserved.