Langevin equation with multiplicative white noise: transformation of diffusion processes into the Wiener process in different prescriptions (Q1758487)
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scientific article; zbMATH DE number 6104582
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| English | Langevin equation with multiplicative white noise: transformation of diffusion processes into the Wiener process in different prescriptions |
scientific article; zbMATH DE number 6104582 |
Statements
Langevin equation with multiplicative white noise: transformation of diffusion processes into the Wiener process in different prescriptions (English)
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9 November 2012
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Langevin equation
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Fokker-Planck equation
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multiplicative white noise
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anomalous diffusion
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