scholarly journals Analytical results for a Fokker–Planck equation in the small noise limit

2005 ◽  
Vol 73 (10) ◽  
pp. 968-972 ◽  
Author(s):  
Eric Lutz
Keyword(s):  
Planck Equation ◽  
Small Noise ◽  
Fokker Planck Equation ◽  
Analytical Results ◽  
Noise Limit ◽  
Fokker Planck

AN APPLICATION OF FOKKER–PLANCK EQUATION TO JOSEPHSON JUNCTION

1989 ◽  
Vol 9 (1) ◽  
pp. 109-120
Author(s):  
G. Liao ◽  
A.F. Lawrence ◽  
A.T. Abawi
Keyword(s):  
Josephson Junction ◽  
Planck Equation ◽  
Fokker Planck Equation ◽  
Fokker Planck

The Fokker-Planck equation

1998 ◽  
Vol 168 (4) ◽  
pp. 475 ◽  
Author(s):  
A.I. Olemskoi
Keyword(s):  
Planck Equation ◽  
Fokker Planck Equation ◽  
Fokker Planck

scholarly journals Time-changed fractional Ornstein-Uhlenbeck process

2020 ◽  
Vol 23 (2) ◽  
pp. 450-483 ◽  
Author(s):  
Giacomo Ascione ◽  
Yuliya Mishura ◽  
Enrica Pirozzi
Keyword(s):  
Planck Equation ◽  
Uhlenbeck Process ◽  
Fokker Planck Equation ◽  
Ornstein Uhlenbeck Process ◽  
Fokker Planck

AbstractWe define a time-changed fractional Ornstein-Uhlenbeck process by composing a fractional Ornstein-Uhlenbeck process with the inverse of a subordinator. Properties of the moments of such process are investigated and the existence of the density is shown. We also provide a generalized Fokker-Planck equation for the density of the process.

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