On the operator method of variable contraction for stochastic processes

Luczka, J.

doi:10.1007/BFb0105597

J. Luczka¹

Part of the book series: Lecture Notes in Physics ((LNP,volume 484))

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Abstract

An operator method of elimination of irrelevant (“fast”) variables in multidimensional stochastic processes is described. The method can be applied for systems driven by arbitrary Markovian noises. In the paper, it is demonstrated for selected examples of systems driven by Ornstein-Uhlenbeck noise.

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Department of Theoretical Physics, Silesian University, 40-007, Katowice, Poland
J. Luczka

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J. Luczka
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Lutz Schimansky-Geier Thorsten Pöschel

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Luczka, J. (1997). On the operator method of variable contraction for stochastic processes. In: Schimansky-Geier, L., Pöschel, T. (eds) Stochastic Dynamics. Lecture Notes in Physics, vol 484. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0105597

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DOI: https://doi.org/10.1007/BFb0105597
Published: 29 April 2007
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-62893-4
Online ISBN: 978-3-540-69040-5
eBook Packages: Springer Book Archive

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