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Joint probability distribution of nonmarkovian SDE |
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| Authors: | A Hernández-Machado J M Sancho M San Miguel L Pesquera |
| Institution: | (1) Departamento de Física Teórica, Universidad de Barcelona, Diagonal 647, Barcelona-28, Spain;(2) Departmento de Termología, Universidad Autónoma de Barcelona, Bellaterra (Barcelona), Spain;(3) Departmento de Física Teórica, Universidad de Santander, Santander, Spain |
| Abstract: | We obtain a time convolutionless partial differential equation for the two events joint probability distribution of nonmarkovian processes defined by stochastic differential equations with colored noise. As an example we discuss nonmarkovian brownian motion. |
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