Soluble models for dynamics driven by a super-diffusive noise

Hongler MO; Filliger R; Blanchard P

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Soluble models for dynamics driven by a super-diffusive noise

机译：由超扩散噪声驱动的动力学的可溶模型

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摘要

We explicitly discuss scalar Langevin type of equations where the deterministic part is linear, but where the integrated noise source is a non-linear diffusion process exhibiting superdiffusive behavior. We calculate transient and stationary probabilities and study the possibility of noise induced transitions from a unimodal to a bimodal probability shape. Illustrations from finance and dynamical systems are given. (c) 2006 Elsevier B.V. All rights reserved.

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《Physica, A. Statistical mechanics and its applications》 |2006年第2期|共15页
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Hongler MO; Filliger R; Blanchard P;
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正文语种 eng
中图分类理论物理学;
关键词
superdiffusive noise; exactly solvable stochastic models; FOKKER-PLANCK EQUATIONS; FLUCTUATIONS; TRANSITION; LANGEVIN; TIME; PATH;

机译：超扩散噪声精确可解的随机模型福克-普朗克方程波动过渡朗格文时间时间路径;

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机译：由超扩散噪声驱动的动力学的可溶模型
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Soluble models for dynamics driven by a super-diffusive noise

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