Correlation Functions and Masterequations of Generalized ( Non-Markovian ) Langevin Equations *

@inproceedings{Hgnggi1978CorrelationFA,
  title={Correlation Functions and Masterequations of Generalized ( Non-Markovian ) Langevin Equations *},
  author={P. Hgnggi},
  year={1978}
}
  • P. Hgnggi
  • Published 1978
For the statistical behavior of macrovariables described in terms of Langevin equations with a in general colored random force we deduce useful formulas which simplify the calculation of correlation functions. Utilizing these results and the stochastic properties of the random force we derive an exact time-convolutionless masterequation for the probability hereby showing the mathematical equivalence of the formally different approaches of a Langevin description and a masterequation description… CONTINUE READING
Highly Cited
This paper has 20 citations. REVIEW CITATIONS

Citations

Publications citing this paper.
Showing 1-10 of 14 extracted citations

References

Publications referenced by this paper.
Showing 1-10 of 11 references

Prog

  • H. Mori
  • Theor. Phys. 33, 423 (1965) Mori, H., Fujisaka, H…
  • 1973
Highly Influential
10 Excerpts

Adv

  • N. G. Van Kampen
  • Chem. Phys. 34, 245
  • 1976
Highly Influential
4 Excerpts

Phys

  • D. Bedeaux
  • Lett. 62A, 10
  • 1977

Z

  • P. Hinggi, H. Thomas
  • Physik B26, 85
  • 1977

Soy

  • V. V. Alekseev
  • Phys. Usp. 19, 1007
  • 1976
2 Excerpts

Rep

  • R. Kubo
  • Prog. Phys. 29, 255
  • 1966

Representation of Nonlinear Stochastic Systems with Applications to Filtering Theory

  • J.M.C. Clark
  • Ph. D Thesis, Imperial College,
  • 1966
2 Excerpts

Ann

  • E. Wong, M. Zakai
  • Math. Stat. 36, 1560
  • 1965
2 Excerpts

Quantum Mechanics and Path Integrals, paragraph 12

  • R. P. Feynman, A. R. Hibbs
  • 1965
2 Excerpts

J

  • M. A. Leibowitz
  • Math. Phys. 4, 852
  • 1963

Similar Papers

Loading similar papers…