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math-ph2013★ 2 cited
A stochastic diffusion process for Lochner's generalized Dirichlet distribution
J. Bakosi, J. R. Ristorcelli
The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner's generalized…
math-ph2013★ 1 cited
A stochastic diffusion process for the Dirichlet distribution
J. Bakosi, J. R. Ristorcelli
The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N coupled stochastic variables with the Dirichlet…