Exact solutions of some multiplicative stochastic processes
- 1 January 1979
- journal article
- conference paper
- Published by AIP Publishing in Journal of Mathematical Physics
- Vol. 20 (1) , 45-48
- https://doi.org/10.1063/1.523960
Abstract
The theory of multiplicative stochastic processes with completely and quasicompletely random Gaussian statistics is discussed. Operator valued equations with stochastic coefficients are solved exactly for various types of statistics using the path integral technique. Generalizations of previous results for such stochastic processes are obtained.Keywords
This publication has 2 references indexed in Scilit:
- Atomic Relaxation in the Presence of Intense Partially Coherent Radiation FieldsPhysical Review Letters, 1976
- Contributions to the Theory of Multiplicative Stochastic ProcessesJournal of Mathematical Physics, 1972