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A generalized Langevin equation for dealing with nonadditive fluctuations

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Publication:1050009
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DOI10.1007/BF01008940zbMath0512.60057MaRDI QIDQ1050009

Paolo Grigolini

Publication date: 1982

Published in: Journal of Statistical Physics (Search for Journal in Brave)


zbMATH Keywords

stochastic Liouville equationFokker-Planck equation for non-Markovian processesmultidimensional Langevin equation


Mathematics Subject Classification ID

Classical equilibrium statistical mechanics (general) (82B05) Stochastic analysis (60H99)


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Cites Work

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  • Statistical-Mechanical Theory of Random Frequency Modulations and Generalized Brownian Motions
  • A New Continued-Fraction Representation of the Time-Correlation Functions of Transport Fluxes
  • The generalized Langevin equation with Gaussian fluctuations
  • Transport, Collective Motion, and Brownian Motion
  • Stochastic Liouville Equations
  • Contributions to Non-Equilibrium Thermodynamics. I. Theory of Hydrodynamical Fluctuations
  • Contributions to the Theory of Multiplicative Stochastic Processes
  • On the perturbation of continuous spectra
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