Broad class of nonlinear Langevin equations driven by multiplicative Ornstein–Uhlenbeck noise: Generalized<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline" id="d1e481" altimg="si2.svg"><mml:mi>n</mml:mi></mml:math>-moment and generalized second Einstein relation-Reference-Cited by-同舟云学术

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Broad class of nonlinear Langevin equations driven by multiplicative Ornstein–Uhlenbeck noise: Generalizedn-moment and generalized second Einstein relation

Published:2023-07 Issue: Volume:622 Page:128807
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Fa Kwok Sau^ORCID,Pianegonda Salete,da Luz M.G.E.

Funder

Conselho Nacional de Desenvolvimento Científico e Tecnológico

Publisher

Elsevier BV

Subject

Statistical and Nonlinear Physics,Statistics and Probability

Reference58 articles.

1. The Fokker–Planck Equation;Risken,1996

2. Handbook of Stochastic Methods;Gardiner,1997

3. The Langevin Equation: With Applications To Stochastic Problems in Physics, Chemistry, and Electrical Engineering;Coffey,2017

4. The Noisy Oscillator;Gitterman,2005

5. The Langevin and Generalised Langevin Approach To the Dynamics of Atomic, Polymeric and Colloidal Systems;Snook,2007

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. PSD and Cross-PSD of Responses of Seven Classes of Fractional Vibrations Driven by fGn, fBm, Fractional OU Process, and von Kármán Process;Symmetry;2024-05-20

2. A broad class of nonlinear Langevin equations with drift and diffusion coefficients separable in time and space: generalized n-moment, ergodicity, Einstein relation, and fluctuations of the system;Journal of Statistical Mechanics: Theory and Experiment;2024-01-01

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