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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| Format: | Article |
| Language: | English |
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Institute for Condensed Matter Physics
2011-06-01
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| Series: | Condensed Matter Physics |
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| Online Access: | http://dx.doi.org/10.5488/CMP.14.23002 |