dc.contributor.author
Kleinert, Hagen
dc.contributor.author
Zatloukal, V.
dc.date.accessioned
2018-06-08T03:01:29Z
dc.date.available
2014-08-26T09:45:26.415Z
dc.identifier.uri
https://refubium.fu-berlin.de/handle/fub188/14349
dc.identifier.uri
http://dx.doi.org/10.17169/refubium-18543
dc.description.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.
de
dc.rights.uri
http://forms.aps.org/author/copytrnsfr.pdf
dc.subject.ddc
500 Naturwissenschaften und Mathematik::530 Physik
dc.title
Green function of the double-fractional Fokker-Planck equation
dc.type
Wissenschaftlicher Artikel
dcterms.bibliographicCitation
Physical Review E. - 88 (2013), 5, Artikel Nr. 052106
dc.identifier.sepid
38395
dc.title.subtitle
Path integral and stochastic differential equations
dcterms.bibliographicCitation.doi
10.1103/PhysRevE.88.052106
dcterms.bibliographicCitation.url
http://dx.doi.org/10.1103/PhysRevE.88.052106
refubium.affiliation
Physik
de
refubium.affiliation.other
Institut für Theoretische Physik
refubium.mycore.fudocsId
FUDOCS_document_000000020788
refubium.resourceType.isindependentpub
no
refubium.mycore.derivateId
FUDOCS_derivate_000000003808
dcterms.accessRights.openaire
open access
dcterms.isPartOf.issn
1539-3755
