Description of a stochastic system by a nonadapted stochastic process

An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling between forward and backward variables, and it is well suited...

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Veröffentlicht in:Physical review. E 2021-07, Vol.104 (1-1), p.014139-014139, Article 014139
1. Verfasser: Olla, Piero
Format: Artikel
Sprache:eng
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