Fluctuation Dissipation Relation for a Langevin Model with Multiplicative Noise

نویسنده

  • Hidetsugu Sakaguchi
چکیده

A random multiplicative process with additive noise is described by a Langevin equation. We show that the fluctuation-dissipation relation is satisfied in the Langevin model, if the noise strength is not so strong. keywords fluctuation-dissipation theorem, Langevin equation, multiplicative noise, Levy flight.

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تاریخ انتشار 2008