Itō-Langevin equations within generalized thermostatistics
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Publication:1966764
DOI10.1016/S0375-9601(98)00467-8zbMath0940.82049OpenAlexW2095074161MaRDI QIDQ1966764
Publication date: 8 March 2000
Published in: Physics Letters. A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0375-9601(98)00467-8
Tsallis statisticsexact stationary solutionlinear Fokker-Planck equationmicroscopic Langevin equationsTsallis-type macroscopic distributions
Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Irreversible thermodynamics, including Onsager-Machlup theory (82C35)
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Cites Work
- Stock exchange: a statistical model
- The Langevin and Fokker-Planck equations in the framework of a generalized statistical mechanics
- A quantitative test of Gibbs' statistical mechanics
- Simultaneous modeling of nonlinear deterministic and stochastic dynamics
- Dynamic Linear Response Theory for a Nonextensive System Based on the Tsallis Prescription
- The classical N-body problem within a generalized statistical mechanics
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