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.
Département de Physique Théorique, Université de Genéve, 1211 Gèneve 4, Switzerland
Cited By (since 1996): 2
Export Date: 6 December 2012
Language of Original Document: English
Correspondence Address: Hongler, M.-O.; Département de Physique Théorique, Université de Genéve, 1211 Gèneve 4, Switzerland
Record created on 2013-01-07, modified on 2016-08-09