Generalized Fokker-Planck equation: Derivation and exact solutions
Work
Year: 2009
Type: article
Abstract: We derive the generalized Fokker-Planck equation associated with the Langevin equation (in the Ito sense) for an overdamped particle in an external potential driven by multiplicative noise with an arb... more
Source: The European Physical Journal B
Institutions Max Planck Institute for the Physics of Complex Systems, Southern Methodist University, University of Augsburg
Cites: 45
Cited by: 65
Related to: 10
FWCI: 3.084
Citation percentile (by year/subfield): 99.98
Subfield: Statistical and Nonlinear Physics
Field: Physics and Astronomy
Domain: Physical Sciences
Open Access status: hybrid
APC paid (est): $3,190