Langevin original approach and Ornstein–Uhlenbeck-type processes
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DOI: 10.1016/j.physa.2021.126349
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References listed on IDEAS
- Bolivar, A.O., 2011. "Non-Markovian effects on the Brownian motion of a free particle," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(18), pages 3095-3107.
- Tóthová, Jana & Lisý, Vladimír, 2020. "Brownian motion in a gas of charged particles under the influence of a magnetic field," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 559(C).
- T. Guérin & N. Levernier & O. Bénichou & R. Voituriez, 2016. "Mean first-passage times of non-Markovian random walkers in confinement," Nature, Nature, vol. 534(7607), pages 356-359, June.
- Simões, Tania P. & Lagos, Roberto E., 2005. "Kramers equation for a charged Brownian particle: The exact solution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 355(2), pages 274-282.
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Keywords
Langevin equation; Ornstein–Uhlenbeck process; Brownian motion; Harmonic oscillator Brownian motion; Brownian motion across a magnetic field; Langevin approach;All these keywords.
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