Generating function for a multiplicative noise with group analysis

DOI10.1088/0305-4470/26/13/001zbMath0788.60102OpenAlexW2051773356MaRDI QIDQ4280163

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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)

Related Items (3)

Noise Induced Phenomena in the Dynamics of Two Competing Species ⋮ Stochastic acceleration in generalized squared Bessel processes ⋮ Role of sub- and super-Poisson noise sources in population dynamics

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