Green functions and Langevin equations for nonlinear diffusion equations: A comment on ‘Markov processes, Hurst exponents, and nonlinear diffusion equations’ by Bassler et al.-Reference-Cited by-同舟云学术

Green functions and Langevin equations for nonlinear diffusion equations: A comment on ‘Markov processes, Hurst exponents, and nonlinear diffusion equations’ by Bassler et al.

Published:2008-02 Issue:4 Volume:387 Page:773-778
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Frank T.D.

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference50 articles.

1. Markov processes, Hurst exponents, and nonlinear diffusion equations: With application to finance

2. Nonlinear Fokker–Planck Equations: Fundamentals and Applications;Frank,2005

3. The Fokker–Planck Equation — Methods of Solution and Applications;Risken,1989

4. Stable nonequilibrium probability densities and phase transitions for meanfield models in the thermodynamic limit

5. Dynamic mean field models: H-theorem for stochastic processes and basins of attraction of stationary processes

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