Attaining ergodicity in a Langevin equation with heterogeneous media

Kwok Sau Fa

Chaos, Solitons & Fractals, 2022, vol. 160, issue C

Abstract: Generalizations of the mean-squared displacement and time-averaged mean-squared displacement are proposed to attaining the ergodicity of a Langevin equation with a broad class of the space-dependent diffusion coefficient.

Keywords: Stochastic processes; Langevin equation; Fokker-Planck equation; Ergodicity (search for similar items in EconPapers)
Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:160:y:2022:i:c:s0960077922004738

DOI: 10.1016/j.chaos.2022.112263

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