Chaturvedi, S. (1982) A cumulant expansion for the two time correlation functions for linear stochastic differential equations Physics Letters A, 90 (9). pp. 444-446. ISSN 0375-9601
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Official URL: http://www.sciencedirect.com/science/article/pii/0...
Related URL: http://dx.doi.org/10.1016/0375-9601(82)90392-9
Abstract
A cumulant expansion for the two-time correlation functions for linear stochastic differential equations is presented. This extends the work of Kubo and Van Kampen on one-time averages to the case of two-time averages. The resulting equations become exact in the second order approximation in the scalar gaussian case.
| Item Type: | Article |
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| Source: | Copyright of this article belongs to Elsevier Science. |
| ID Code: | 89790 |
| Deposited On: | 02 May 2012 13:05 |
| Last Modified: | 02 May 2012 13:05 |
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