Soluble models for dynamics driven by a super-diffusive noise
Hongler M-O, Filliger R, Blanchard P (2006)
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 370(2): 301-315.
Zeitschriftenaufsatz
| Veröffentlicht | Englisch
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Autor*in
Hongler, Max-Olivier;
Filliger, Roger;
Blanchard, PhilippeUniBi
Einrichtung
Abstract / Bemerkung
We explicitly discuss scalar Langevin type of equations where the deterministic part is linear, but where the integrated noise source is a non-linear diffusion process exhibiting superdiffusive behavior. We calculate transient and stationary probabilities and study the possibility of noise induced transitions from a unimodal to a bimodal probability shape. Illustrations from finance and dynamical systems are given. (c) 2006 Elsevier B.V. All rights reserved.
Stichworte
exactly solvable stochastic models;
superdiffusive noise
Erscheinungsjahr
2006
Zeitschriftentitel
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Band
370
Ausgabe
2
Seite(n)
301-315
ISSN
0378-4371
Page URI
https://pub.uni-bielefeld.de/record/1597681
Zitieren
Hongler M-O, Filliger R, Blanchard P. Soluble models for dynamics driven by a super-diffusive noise. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. 2006;370(2):301-315.
Hongler, M. - O., Filliger, R., & Blanchard, P. (2006). Soluble models for dynamics driven by a super-diffusive noise. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 370(2), 301-315. https://doi.org/10.1016/j.physa.2006.02.036
Hongler, Max-Olivier, Filliger, Roger, and Blanchard, Philippe. 2006. “Soluble models for dynamics driven by a super-diffusive noise”. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 370 (2): 301-315.
Hongler, M. - O., Filliger, R., and Blanchard, P. (2006). Soluble models for dynamics driven by a super-diffusive noise. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 370, 301-315.
Hongler, M.-O., Filliger, R., & Blanchard, P., 2006. Soluble models for dynamics driven by a super-diffusive noise. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 370(2), p 301-315.
M.-O. Hongler, R. Filliger, and P. Blanchard, “Soluble models for dynamics driven by a super-diffusive noise”, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, vol. 370, 2006, pp. 301-315.
Hongler, M.-O., Filliger, R., Blanchard, P.: Soluble models for dynamics driven by a super-diffusive noise. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. 370, 301-315 (2006).
Hongler, Max-Olivier, Filliger, Roger, and Blanchard, Philippe. “Soluble models for dynamics driven by a super-diffusive noise”. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 370.2 (2006): 301-315.
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