Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
977890 | Physica A: Statistical Mechanics and its Applications | 2008 | 6 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
M.M.R. Williams,