Parameters of the fractional Fokker-Planck equation

Details Parameters of the fractional Fokker-Planck equation Parameters of the fractional Fokker-Planck equation

2008-11-07

arxiv.org/abs/0811.1162v2

Europhys. Lett., 85 (4), 40007 (2009)

Physics

Condensed Matter

Statistical Mechanics

5 pages

Scientific paper

10.1209/0295-5075/85/40007

We study the connection between the parameters of the fractional Fokker-Planck equation, which is associated with the overdamped Langevin equation driven by noise with heavy-tailed increments, and the transition probability density of the noise generating process. Explicit expressions for these parameters are derived both for finite and infinite variance of the rescaled transition probability density.

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