Contributions to the Theory of Multiplicative Stochastic Processes

Abstract

The theory of multiplicative stochastic processes is contrasted with the theory of additive stochastic processes. The case of multiplicative factors which are purely random, Gaussian, stochastic processes is treated in detail. In a spirit originally introduced by theoretical work in nuclear magnetic resonance and greatly extended by Kubo, dissipative behavior is demonstrated, on the average, for dynamical equations which do not show dissipative behavior without averaging. It is suggested that multiplicative stochastic processes lead to a conceptual foundation for nonequilibrium thermodynamics and nonequilibrium statistical mechanics, of marked generality.