multiplicative stochastic process
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A multiplicative stochastic process deriving the probability distribution in exact form

Journal of Physics Conference Series ◽

10.1088/1742-6596/221/1/012008 ◽

2010 ◽

Vol 221 ◽

pp. 012008

Author(s):

Shouji Fujimoto ◽

Atushi Ishikawa ◽

Masashi Tomoyose

Keyword(s):

Stochastic Process ◽

Probability Distribution ◽

Exact Form ◽

Multiplicative Stochastic Process

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Fokker-Planck equation for a multiplicative stochastic process with a stationary gaussian noise

Physics Letters A ◽

10.1016/0375-9601(83)90307-9 ◽

1983 ◽

Vol 95 (8) ◽

pp. 415-418

Author(s):

J. Iwaniszewski

Keyword(s):

Stochastic Process ◽

Gaussian Noise ◽

Planck Equation ◽

Fokker Planck Equation ◽

Multiplicative Stochastic Process ◽

Fokker Planck

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Dielectric relaxation as a multiplicative stochastic process

Physica A Statistical Mechanics and its Applications ◽

10.1016/0378-4371(82)90092-9 ◽

1982 ◽

Vol 111 (1-2) ◽

pp. 255-272 ◽

Cited By ~ 5

Author(s):

M.W. Evans ◽

M. Ferrario ◽

P. Grigolini

Keyword(s):

Stochastic Process ◽

Dielectric Relaxation ◽

Multiplicative Stochastic Process

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