A class of nonlinear Langevin equation with the drift and diffusion coefficients separable in time and space driven by different noises

摘要

A wide class of the nonlinear Langevin equation with the drift and diffusion coefficients separable in time and space is investigated under different noises. Solutions for the probability density function (PDF) of the system show that they can be obtained from each other. Besides, the PDFs can also describe the stationary distribution related to the nonextensive statistical mechanics (Tsallis distribution). (C) 2019 Elsevier B.V. All rights reserved.