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Stochastic Energetics for Non-Gaussian Processes

✍ Scribed by Kanazawa, Kiyoshi; Sagawa, Takahiro; Hayakawa, Hisao


Book ID
111688554
Publisher
The American Physical Society
Year
2012
Tongue
English
Weight
181 KB
Volume
108
Category
Article
ISSN
0031-9007

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Non-Gaussian models for stochastic mecha
✍ M Grigoriu πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 342 KB

Memoryless transformations of Gaussian processes and transformations with memory of the Brownian and Le Β΄vy processes are used to represent general non-Gaussian processes. The transformations with memory are solutions of stochastic differential equations driven by Gaussian and Le Β΄vy white noises. T