51 citations · 51 across the 3 of their papers we have counts for
4 papers
Analyzing a stochastic process driven by Ornstein-Uhlenbeck noise
B. Lehle, J. Peinke
A scalar Langevin-type process that is driven by Ornstein-Uhlenbeck noise is non-Markovian. However, the joint dynamics of and is described by a Markov proces…
Parameter-free resolution of the superposition of stochastic signals
Teresa Scholz, Frank Raischel, Vitor V. Lopes +4
This paper presents a direct method to obtain the deterministic and stochastic contribution of the sum of two independent sets of stochastic processes, one of which is composed by…
How to analyze stochastic time series obeying a 2nd order differential equation
Bernd Lehle, Joachim Peinke
The stochastic properties of a Langevin-type Markov process can be extracted from a given time series by a Markov analysis. Also processes that obey a stochastically forced second…
Analysis of stochastic time series in N dimensions in the presence of strong measurement noise
B. Lehle
An extension and generalization of a recently presented approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. Fo…