Parameters of the fractional Fokker-Planck equation

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dc.creatorDenisov, S. I.
dc.creatorHänggi, Peter
dc.creatorKantz, Holger
dc.date2008-11-07
dc.date2009-03-09
dc.date.accessioned2026-07-07T12:49:45Z
dc.date.available2026-07-07T12:49:45Z
dc.descriptionWe study the connection between the parameters of the fractional Fokker-Planck equation, which is associated with the overdamped Langevin equation driven by noise with heavy-tailed increments, and the transition probability density of the noise generating process. Explicit expressions for these parameters are derived both for finite and infinite variance of the rescaled transition probability density.
dc.description5 pages
dc.identifierhttps://arxiv.org/abs/0811.1162
dc.identifierhttp://arxiv.org/abs/0811.1162
dc.identifierEurophys. Lett., 85 (4), 40007 (2009)
dc.identifierdoi:10.1209/0295-5075/85/40007
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/222483
dc.subjectStatistical Mechanics
dc.titleParameters of the fractional Fokker-Planck equation
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