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Über kinetische gleichungen für stochastische Prozesse mit entstehenden und vergehenden Pfaden

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  • Gerlich, G.
  • Kagermann, H.

Abstract

It is shown how kinetic equations or equations for the moments of stochastic processes with beginning and ending paths could be derived if one assumes that the corresponding processes with starting and end points can be described with kinetic equations. Generally, one doesn't get a closed equation, but for reasonable physical situations one obtains a coupled system of equations for the particle densities or moments.

Suggested Citation

  • Gerlich, G. & Kagermann, H., 1982. "Über kinetische gleichungen für stochastische Prozesse mit entstehenden und vergehenden Pfaden," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 115(1), pages 247-258.
    • Handle: RePEc:eee:phsmap:v:115:y:1982:i:1:p:247-258
    DOI: 10.1016/0378-4371(82)90139-X
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    References listed on IDEAS

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    1. Emmerich, Albert & Gerlich, Gerhard & Kagermann, Henning, 1978. "Particle motion in stochastic force fields," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 92(3), pages 362-378.
    2. Gerlich, G. & Kagermann, H., 1977. "Herleitung kinetischer gleichungen mit dem verallgemeinerten Stratonovich-Verfahren," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 88(2), pages 283-304.
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