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原文連結
論文資訊
- 類型：已發表論文
- 日期：2010
摘要
We consider a class of single-particle one-dimensional 隨機 equations which include external field, additive, and multiplicative noises. We use a parameter theta is an element of [0,1] which enables the unification of the traditional It and Stratonovich approaches, now recovered, respectively, as the theta = 0 and theta = 1/2 particular cases to derive the associated Fokker-Planck equation (FPE). These FPE is a linear one, and its stationary state is given by a q- Gaussian distribution with q=tau+2M(2-theta)/tau+2M(1-theta)<3, where tau = 0 characterizes the strength of the confining external field and M >= 0 is the (normalized) amplitude of the multiplicative noise. We also calculate the standard kurtosis kappa(1) and the q-generalized kurtosis kappa(q) (i.e., the standard kurtosis but usin
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