Fluctuation Dissipation Relation for a Langevin Model with Multiplicative Noise
نویسندگان
چکیده
منابع مشابه
Fluctuation Dissipation Relation for a Langevin Model with Multiplicative Noise
A random multiplicative process with additive noise is described by a Langevin equation. We show that the fluctuation-dissipation relation is satisfied in the Langevin model, if the noise strength is not so strong. keywords fluctuation-dissipation theorem, Langevin equation, multiplicative noise, Levy flight.
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ژورنال
عنوان ژورنال: Journal of the Physical Society of Japan
سال: 2001
ISSN: 0031-9015,1347-4073
DOI: 10.1143/jpsj.70.3247