Abstract
We consider joint probability distributions for the class of coupled Langevin equations introduced by Fogedby [H. C. Fogedby, Phys. Rev. E 50, 1657 (1994)]. We generalize well-known results for the single-time probability distributions to the case of -time joint probability distributions. It is shown that these probability distribution functions can be obtained by an integral transform from distributions of a Markovian process. The integral kernel obeys a partial differential equation with fractional time derivatives reflecting the non-Markovian character of the process.
- Received 4 August 2004
DOI:https://doi.org/10.1103/PhysRevE.71.026101
©2005 American Physical Society