乘性噪声
乘法函数
数学
口译(哲学)
非线性系统
白噪声
噪音(视频)
随机微积分
应用数学
数学分析
三角洲法
牙石(牙科)
随机偏微分方程
物理
微分方程
计算机科学
统计
信号传递函数
数字信号处理
量子力学
人工智能
模拟信号
估计员
计算机硬件
图像(数学)
程序设计语言
医学
牙科
标识
DOI:10.1103/physreve.81.051110
摘要
The Langevin equation with a multiplicative Lévy white noise is solved. The noise amplitude and the drift coefficient have a power-law form. A validity of ordinary rules of the calculus for the Stratonovich interpretation is discussed. The solution has the algebraic asymptotic form and the variance may assume a finite value for the case of the Stratonovich interpretation. The problem of escaping from a potential well is analyzed numerically; predictions of different interpretations of the stochastic integral are compared.
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