skip to main content

Invariants of Fokker-Planck equations

Abe, Sumiyoshi

Eur. Phys. J. Special Topics 226, 529 (2017) [Periódico revisado por pares]

Texto completo disponível

Citações Citado por
  • Título:
    Invariants of Fokker-Planck equations
  • Autor: Abe, Sumiyoshi
  • Assuntos: Condensed Matter - Statistical Mechanics ; Physics - Classical Physics
  • É parte de: Eur. Phys. J. Special Topics 226, 529 (2017)
  • Descrição: A weak invariant of a stochastic system is defined in such a way that its expectation value with respect to the distribution function as a solution of the associated Fokker-Planck equation is constant in time. A general formula is given for time evolution of fluctuations of the invariants. An application to the problem of share price in finance is illustrated. It is shown how this theory makes it possible to reduce the growth rate of the fluctuations. Comment: 8 pages, no figures. Published version

Buscando em bases de dados remotas. Favor aguardar.