Geodesic
Coarse-grain description of the distribution of solutions of the Langevin equation
Teoretičeskaâ i matematičeskaâ fizika, Tome 41 (1979) no. 3, pp. 406-417 Cet article a éte moissonné depuis la source Math-Net.Ru

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The phenomenological Langevin equation for a Brownian particle with a random force having exponentially fast correlation weakening is considered. It is shown that at times much longer than the time of correlation dampening of the random force the momentum distribution function $f(p,t)$ of the Brownian particle can be approximated in the weak sense with exponential accuracy by a coarse-grain distribution function satisfying a self-consistent evolution equation. 
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     author = {Yu. P. Virchenko and N. V. Laskin},
     title = {Coarse-grain description of the distribution of solutions of the {Langevin} equation},
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Yu. P. Virchenko; N. V. Laskin. Coarse-grain description of the distribution of solutions of the Langevin equation. Teoretičeskaâ i matematičeskaâ fizika, Tome 41 (1979) no. 3, pp. 406-417. http://geodesic.mathdoc.fr/item/TMF_1979_41_3_a10/

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