Fluctuation Dissipation Relation for a Langevin Model with Multiplicative Noise

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    Abstract

    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.

    Original languageEnglish
    Pages (from-to)3247-3250
    Number of pages4
    Journaljournal of the physical society of japan
    Volume70
    Issue number11
    DOIs
    Publication statusPublished - Nov 1 2001

    All Science Journal Classification (ASJC) codes

    • Physics and Astronomy(all)

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