Noise-intensity fluctuation in Langevin model and its higher-order FokkerPlanck equation

Physica A: Statistical Mechanics and its Applications

Volumn 390, Issue 6, 2011, Pages 1051-1063

  Hasegawa, Yoshihiko ^a   Arita, Masanori ^a,b  

^a UNIVERSITY OF TOKYO   (Japan)

^b KEIO UNIVERSITY   (Japan)

Author keywords

Adiabatic elimination; Higher order FokkerPlanck equation; Stochastic process; Stochastic volatility; Superstatistics

Indexed keywords

ADDITIVE NOISE; FOKKER PLANCK EQUATION; GENE EXPRESSION; MONTE CARLO METHODS; RANDOM PROCESSES; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

ADIABATIC ELIMINATION; MULTIPLICATIVE NOISE; PERTURBATION EXPANSIONS; STATIONARY DISTRIBUTION; STOCHASTIC GENE EXPRESSION MODELING; STOCHASTIC INTENSITY; STOCHASTIC VOLATILITY; SUPERSTATISTICS;

PROBABILITY DISTRIBUTIONS;

EID: 78751569688     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2010.11.007     Document Type: Article

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