Eine verallgemeinerung des stratonovich-verfahrens für anwendungen in der statistischen mechanik

G. Gerlich

Physica A: Statistical Mechanics and its Applications, 1976, vol. 82, issue 4, 477-499

Abstract: R.L. Stratonovich has given a derivation of kinetic equations, if a stochastic process is determined by a system of fluctuation equations. In this paper it is examined how the equations of motion of a particle of a system of mass points can be interpreted as a system of fluctuation equations. These equations are more general than those which are treated by Stratonovich. A derivation of kinetic equations is given which is applicable to the more general case and which contains the results of Stratonovich. The kinetic equation can be interpreted as a generalization of the well-known Fokker-Planck equation. The stochastic force field which is generated by the particles of the system of mass points is briefly discussed.

Date: 1976
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:82:y:1976:i:4:p:477-499

DOI: 10.1016/0378-4371(76)90077-7

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