Abstract
We discuss a method of choosing the exact type and number of constraints necessary to characterize certain classes of time-dependent stochastic processes, within the framework of the maximum information principle. We proceed by formulating mathematical relationships between the formal expression of an unbiased guess of the two-time conditional probability of a time-dependent process and the drift- and diffusion coefficients of the Ito-Langevin equation of the process. We then show how the resulting equations can be used to deduce a feasible set of constraints for different types of processes.
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