On the equations of stationary processes with divergent diffusion coefficients

Inoue, Akihiko

Journal of the Faculty of Science. University of Tokyo. Section IA. Mathematics, 1993, 40, 307-336

Permalink : https://hdl.handle.net/2115/20096

このアイテムのアクセス数:1,810件（2026-05-18 15:05 集計）

ファイル	フォーマット	サイズ	閲覧回数	説明
JFS40	pdf	286 KB	1,373

アクセス権	open access
URI	https://hdl.handle.net/2115/20096
タイトル	On the equations of stationary processes with divergent diffusion coefficients
著者	著者名 Inoue, Akihiko
言語	英語
発行日	1993
出版者	Faculty of Science, The University of Tokyo
収録物名	Journal of the Faculty of Science. University of Tokyo. Section IA. Mathematics
巻(号)	40
ページ	307-336
抄録	We investigate a class of Langevin equations with delay. The random noises in the equations are adopted so that they are in accordance with linear response theory in statistical physics. We prove that every purely nondetermistic, stationary Gaussian process with divergent diffusion coefficients as well as reflection positivity is characterized as the unique solution of one of such equations. This extends the results of Okabe to processes with divergent diffusion coefficients. A correspondence between the decays of the delay coefficient of the equation and the correlation function of the solution is obtained. We see that it is of different type from the case diffusion coefficients.
資源タイプ	学術雑誌論文
出版タイプ	Accepted Manuscript
PISSN	0040-8980