Haupttitel:
Green function of the double-fractional Fokker-Planck equation
Titelzusatz:
Path integral and stochastic differential equations
Autor*in:
Kleinert, Hagen; Zatloukal, V.
Datum der Freigabe:
2014-08-26T09:45:26.415Z
Abstract:
The statistics of rare events, the so-called black-swan events, is governed by
non-Gaussian distributions with heavy power-like tails. We calculate the Green
functions of the associated Fokker-Planck equations and solve the related
stochastic differential equations. We also discuss the subject in the
framework of path integration.
Teil des Identifiers:
ISSN (print): 1539-3755
DDC-Klassifikation:
530 Physik
Publikationstyp:
Wissenschaftlicher Artikel
Auch erschienen in:
Physical Review E. - 88 (2013), 5, Artikel Nr. 052106
Fachbereich/Einrichtung:
Physik
Institut für Theoretische Physik