Delay and memory-like Langevin equations

By using an exact functional formalism we characterize general stationary properties of linear memory-like Langevin equations, including the case of delay equations driven by arbitrary noises. Spectral properties and stationary distributions are analyzed in detail.

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Year of publication:	2005
Authors:	Budini, Adrián A. ; Cáceres, Manuel O.
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 356.2005, 1, p. 31-36
Publisher:	Elsevier
Subject:	Langevin equations \| Delay stochastic equation \| Lévy and Abel noises

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011057536