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.
WOS:A1981MH77500003
2-s2.0-33748291057
1981
2
2
353
369
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
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