Green functions and Langevin equations for nonlinear diffusion equations: A comment on 'Markov processes, Hurst exponents, and nonlinear diffusion equations' by Bassler et al.

Physica A: Statistical Mechanics and its Applications

Volumn 387, Issue 4, 2008, Pages 773-778

  Frank, T D ^a,b  

^a UNIVERSITY OF MÜNSTER   (Germany)

^b UNIVERSITY OF CONNECTICUT   (United States)

Author keywords

Financial physics; Nonlinear Fokker Planck equations

Indexed keywords

DIFFUSION; GREEN'S FUNCTION; MATHEMATICAL MODELS; MOLECULAR MODELING; PARTIAL DIFFERENTIAL EQUATIONS;

FINANCIAL PHYSICS; LANGEVIN EQUATIONS; NONLINEAR FOKKER-PLANCK EQUATIONS; THERMOSTATISTICS;

NONLINEAR EQUATIONS;

EID: 36649037658     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2007.10.027     Document Type: Article

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