Nonlinear inhomogeneous Fokker-Planck equation within a generalized Stratonovich prescription
Statistical Mechanics
2014-09-24 v1
Abstract
We deduce a nonlinear and inhomogeneous Fokker-Planck equation within a generalized Stratonovich, or stochastic -, prescription (, and respectively correspond to the It\^o, Stratonovich and anti-It\^o prescriptions). We obtain its stationary state for a class of constitutive relations between drift and diffusion and show that it has a -exponential form, , with an index which does not depend on in the presence of any nonvanishing nonlinearity. This is in contrast with the linear case, for which the index is -dependent.
Keywords
Cite
@article{arxiv.1406.2733,
title = {Nonlinear inhomogeneous Fokker-Planck equation within a generalized Stratonovich prescription},
author = {Zochil González Arenas and Daniel G. Barci and Constantino Tsallis},
journal= {arXiv preprint arXiv:1406.2733},
year = {2014}
}
Comments
6 pages