A Langevin approach for the microscopic dynamics of nonlinear Fokker–Planck equations

For stochastic processes defined by nonlinear Fokker–Planck equations a microscopic dynamics is proposed in terms of generalized Langevin equations. These Langevin equations can, for example, be used to model stochastic processes with mean field interactions and random walks related to the generalized thermostatistics suggested by Tsallis.

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Year of publication:	2001
Authors:	Frank, T.D.
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 301.2001, 1, p. 52-62
Publisher:	Elsevier
Subject:	Generalized Langevin equations \| Nonlinear Fokker–Planck equations \| Markov and non-Markov processes

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010873026