A stochastic ansatz and its relationship with the dichotomic Markov process

M.M.R. Williams

Physica A: Statistical Mechanics and its Applications, 2008, vol. 387, issue 21, 4997-5002

Abstract: It is shown that a simple stochastic ansatz for the solution of a stochastic differential equation leads to exact results for the dichotomic Markov process. This has implications for more complex problems where the ansatz leads to a simplified approach to the solution of stochastic equations in engineering and applied physics.

Keywords: Random differential equations; Markov process; Transport theory (search for similar items in EconPapers)
Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:387:y:2008:i:21:p:4997-5002

DOI: 10.1016/j.physa.2008.05.007

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