Invariant power law distribution of Langevin systems with colored multiplicative noise

DOI10.1103/PhysRevE.61.1081zbMath0971.82032WikidataQ57710176 ScholiaQ57710176MaRDI QIDQ2740907

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Publication date: 17 October 2001

Published in: Physical Review E (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Related Items (2)

Stochastic resonance in discrete kinetics with delay ⋮ Multiplicative processes and power laws in human reaction times derived from hyperbolic functions

Cites Work

• On-off intermittency: power spectrum and fractal properties of time series
• Stable Infinite Variance Fluctuations in Randomly Amplified Langevin Systems
• Self-organized criticality
• Statistical properties of the noisy on - off intermittency
• Dynamical models of stock market exchanges: From microscopic determinism to macroscopic randomness

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