A stochastic diffusion process for Lochner's generalized Dirichlet distribution

DOI10.1063/1.4822416zbMath1288.82047arXiv1309.3490OpenAlexW2152380126MaRDI QIDQ5410885

J. R. Ristorcelli, Jozsef Bakosi

Publication date: 17 April 2014

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

Full work available at URL: https://arxiv.org/abs/1309.3490

zbMATH Keywords

diffusion processtransport equationFokker-Planck equationsDirichlet distribution

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Transport processes in time-dependent statistical mechanics (82C70) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fokker-Planck equations (35Q84)

Related Items (1)

Diffusion processes satisfying a conservation law constraint

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