Langevin equation with super-heavy-tailed noise
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Publication:3579950
DOI10.1088/1751-8113/43/28/285004zbMath1198.82046arXiv1003.1406OpenAlexW2059361098WikidataQ58898796 ScholiaQ58898796MaRDI QIDQ3579950
Holger Kantz, S. I. Denisov, Peter Hänggi
Publication date: 11 August 2010
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1003.1406
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Foundations of stochastic processes (60G05) Fokker-Planck equations (35Q84)
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