双分数阶福克-普朗克方程的格林函数：路径积分与随机微分方程
Green function of the double-fractional Fokker-Planck equation: path integral and stochastic differential equations.
作者信息
Kleinert H, Zatloukal V
机构信息
Institut für Theoretische Physik, Freie Universität Berlin, 14195 Berlin, Germany and ICRANeT, Piazzale della Repubblica, 10, 65122 Pescara, Italy.
Faculty of Nuclear Sciences and Physical Engineering, Czech Technical University in Prague, Břehová 7, 115 19 Praha 1, Czech Republic and Max Planck Institute for the History of Science, Boltzmannstrasse 22, 14195 Berlin, Germany.
出版信息
Phys Rev E Stat Nonlin Soft Matter Phys. 2013 Nov;88(5):052106. doi: 10.1103/PhysRevE.88.052106. Epub 2013 Nov 6.
The statistics of rare events, the so-called black-swan events, is governed by non-Gaussian distributions with heavy power-like tails. We calculate the Green functions of the associated Fokker-Planck equations and solve the related stochastic differential equations. We also discuss the subject in the framework of path integration.
稀有事件（即所谓的黑天鹅事件）的统计由具有重幂律尾的非高斯分布所支配。我们计算相关福克 - 普朗克方程的格林函数，并求解相关的随机微分方程。我们还在路径积分的框架内讨论这个主题。
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