Exact propagator of the Fokker-Planck equation with a space-dependent diffusion coefficient and a time-dependent mean-reverting force

European Physical Journal B

Volumn 25, Issue 4, 2002, Pages 479-482

  Lo, C F ^a  

^a CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

02.50.Ey stochastic processes; 05.10.Gg stochastic analysis methods (Fokker Planck, Langevin, etc.); 05.40. a fluctuation phenomena, random processes, noise, and brownian motion

Indexed keywords

EID: 0041377718     PISSN: 14346028     EISSN: None     Source Type: Journal    
DOI: 10.1140/epjb/e20020053     Document Type: Article

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