A class of nonlinear Langevin equation with the drift and diffusion coefficients separable in time and space driven by different noises

Kwok Sau Fa

Physica A: Statistical Mechanics and its Applications, 2020, vol. 545, issue C

Abstract: A wide class of the nonlinear Langevin equation with the drift and diffusion coefficients separable in time and space is investigated under different noises. Solutions for the probability density function (PDF) of the system show that they can be obtained from each other. Besides, the PDFs can also describe the stationary distribution related to the nonextensive statistical mechanics (Tsallis distribution).

Keywords: Nonlinear Langevin equation; Fokker–Planck equation; Multiplicative colored noise; Anomalous diffusion (search for similar items in EconPapers)
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119318667

DOI: 10.1016/j.physa.2019.123334

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