Langevin equation with multiplicative white noise: transformation of diffusion processes into the Wiener process in different prescriptions (Q1758487)

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scientific article; zbMATH DE number 6104582
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Langevin equation with multiplicative white noise: transformation of diffusion processes into the Wiener process in different prescriptions
scientific article; zbMATH DE number 6104582

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    Langevin equation with multiplicative white noise: transformation of diffusion processes into the Wiener process in different prescriptions (English)
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    9 November 2012
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    Langevin equation
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    Fokker-Planck equation
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    multiplicative white noise
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    anomalous diffusion
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