Derives second- and third-order statistical properties of multidimensional Langevin equations, extending from linear Gaussian to non-Gaussian, underdamped, and non-Markovian cases.
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Second- and third-order properties of multidimensional Langevin equations
Derives second- and third-order statistical properties of multidimensional Langevin equations, extending from linear Gaussian to non-Gaussian, underdamped, and non-Markovian cases.