Study of a class of non-linear stochastic processes boomerang behaviour of the mean path

Exact results are obtained for a large class of non-linear stochastic processes with constant diffusion. Special attention is given to the intrinsic effects induced by the non-linearities. In particular, a boomerang type behaviour of the mean path and time-controlled transitions from unimodal to bimodal probability densities are observed. Finally, the Onsager-Machlup stationary phase approximation is discussed and is recognised to provide a rather poor information for our particular class of models. © 1981.


Published in:
Physica D: Nonlinear Phenomena, 2, 2, 353-369
Year:
1981
ISSN:
01672789
Note:
Département de Physique Théorique, Université de Genéve, 1211 Gèneve 4, Switzerland
Cited By (since 1996): 2
Export Date: 6 December 2012
Source: Scopus
CODEN: PDNPD
Language of Original Document: English
Correspondence Address: Hongler, M.-O.; Département de Physique Théorique, Université de Genéve, 1211 Gèneve 4, Switzerland
Other identifiers:
View record in Web of Science
Scopus: 2-s2.0-33748291057
Laboratories:




 Record created 2013-01-07, last modified 2018-09-13


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