Generating function for a multiplicative noise with group analysis

DOI10.1088/0305-4470/26/13/001MaRDI QIDQ4280163zbMATH OpenOpenAlexFDO

Authors

Publication date 7 March 1994

Published in Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1088/0305-4470/26/13/001

zbMATH Keywords

generating functionmultiplicative stochastic process

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

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(4)

• Role of sub- and super-Poisson noise sources in population dynamics
• Similarity and probability distribution functions in many-body stochastic processes with multiplicative interactions
• Noise induced phenomena in the dynamics of two competing species
• Stochastic acceleration in generalized squared Bessel processes

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