Frank, T.D - In: Physica A: Statistical Mechanics and its Applications 340 (2004) 1, pp. 251-256
We consider a generalized Ornstein–Uhlenbeck process described by a nonlinear Fokker–Planck equation related to the one-parametric, nonextensive Gaussian entropy, which is a special case of the two-parametric Sharma–Mittal entropy. We derive the entire hierarchy of distribution functions...