85 citations
- University of AugsburgDE5 papers
- Max Planck Institute for the Physics of Complex SystemsDE4 papers
- Southern Methodist UniversityUS2 papers
- Augsburg UniversityUS1 paper
- Institute of Applied PhysicsMD1 paper
- Max Planck SocietyDE1 paper
- National Academy of Sciences of UkraineUA1 paper
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Showing 2008Show all
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cond-mat.stat-mech2008★ 23 cited
Parameters of the fractional Fokker-Planck equation
S. I. Denisov, Peter Hänggi, Holger Kantz
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…
cond-mat.stat-mech2008★ 85 cited
Generalized Fokker-Planck equation: Derivation and exact solutions
S. I. Denisov, Werner Horsthemke, Peter Hänggi
We derive the generalized Fokker-Planck equation associated with the Langevin equation (in the Ito sense) for an overdamped particle in an external potential driven by multiplicati…
cond-mat.stat-mech2008★ 47 cited
Steady-State Lévy Flights in a Confined Domain
S. I. Denisov, Werner Horsthemke, Peter Hänggi
We derive the generalized Fokker-Planck equation associated with a Langevin equation driven by arbitrary additive white noise. We apply our result to study the distribution of symm…