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- W2017021557 abstract "A cumulant expansion for the two-time correlation functions for linear stochastic differential equations is presented. This extends the work of Kubo and Van Kampen on one-time averages to the case of two-time averages. The resulting equations become exact in the second order approximation in the scalar gaussian case." @default.
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- W2017021557 title "A cumulant expansion for the two-time correlation functions for linear stochastic differential equations" @default.
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- W2017021557 doi "https://doi.org/10.1016/0375-9601(82)90392-9" @default.
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