Asymptotic Derivation of Langevin-like Equation with Non-Gaussian Noise and Its Analytical Solution

Author:

Kanazawa Kiyoshi,Sano Tomohiko G.,Sagawa Takahiro,Hayakawa Hisao

Funder

Japan Society for Promotion of Science Fellows

Japan Society for the Promotion of Science KAKENHI

Japan Society for the Promotion of Science Core-to-Core Program “Non-equilibrium dynamics of soft matter and information”

Publisher

Springer Science and Business Media LLC

Subject

Mathematical Physics,Statistical and Nonlinear Physics

Reference87 articles.

1. Kubo, R., Toda, M., Hashitsume, N.: Statistical Physics II: Non-equilibrium Statistical Mechanics, 2nd edn. Springer, Berlin (1991)

2. Nicolis, G., Prigogine, I.: Self-Organization in Nonequilibrium Systems. Wiley, New York (1977)

3. Phillips, R., Kondev, J., Theriot, J.: Physical Biology of the Cell. Garland Science, New York (2008)

4. Black, F., Scholes, M.: The pricing of options and corporate liabilities. J. Polit. Econ. 81, 637–654 (1973)

5. Langevin, P.: Sur la théorie du mouvement brownien. C. R. Acad. Sci. (Paris) 146, 530–533 (1908)

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