Stochastic Calculus and Some Models of Irreversible Processes
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概要
- 論文の詳細を見る
Each type, Ito's or Stratonovich's, of the stochastic differential equations (SDE) has its own role to play in the theory of irreversible processes. It is argued generally that colored-noise random forces in mechanical equations of motion should, in the white noise limit, be interpreted in the sense of the Stratonovich type SDE. Its transformation into the Ito type facilitates the study of ensemble averages. By way of illustration, the problems of the random frequency modulation and the Brownian motion of a spin are treated to show how straightforwardly the SDE can bring out basic features of the irreversible processes.
- 理論物理学刊行会の論文
- 1981-06-10
著者
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HASEGAWA Hiroichi
Department of Physics, Kyoto University
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Ezawa Hiroshi
Department Of Physics Gakushuin University
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Hasegawa Hiroshi
Institute Of Quantum Science Nihon University
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Hasegawa Hiroshi
Department Of Applied Physics Department Of Physics University Of Tokyo
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Hasegawa Hiroshi
Department Of Adme And Toxicology For Screening Developmental Research Laboratories Shionogi & Co. Ltd.
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