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• W3146339944 abstract "For a given master equation of a discontinuous irreversible Markov process, we present the derivation of stochastically equivalent Langevin equations in which the noise is either multiplicative white generalized Poisson noise or a spectrum of multiplicative white Poisson noise. In order to achieve this goal, we introduce two new stochastic integrals of the Ito type, which provide the corresponding interpretation of the Langevin equations. The relationship with other definitions for stochastic integrals is discussed. The results are elucidated by two examples of integro-master equations describing nonlinear relaxation." @default.
• W3146339944 created "2021-04-13" @default.
• W3146339944 creator A5054631241 @default.
• W3146339944 date "2005-01-01" @default.
• W3146339944 modified "2023-09-24" @default.
• W3146339944 title "Langevin Description of Markovian Integro-Differential Master Equations*" @default.
• W3146339944 cites W1983617554 @default.
• W3146339944 hasPublicationYear "2005" @default.
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