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A stochastic ansatz and its relationship with the dichotomic Markov process

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  • Williams, M.M.R.

Abstract

It is shown that a simple stochastic ansatz for the solution of a stochastic differential equation leads to exact results for the dichotomic Markov process. This has implications for more complex problems where the ansatz leads to a simplified approach to the solution of stochastic equations in engineering and applied physics.

Suggested Citation

  • Williams, M.M.R., 2008. "A stochastic ansatz and its relationship with the dichotomic Markov process," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(21), pages 4997-5002.
    • Handle: RePEc:eee:phsmap:v:387:y:2008:i:21:p:4997-5002
    DOI: 10.1016/j.physa.2008.05.007
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