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Langevin equation with multi-Poissonian noise

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Abstract

A general master equation is shown to be equivalent to a Langevin equation whose noise is expressed as a linear superposition of Poissonian random variables (multi-Poissonian noise). As typical examples, a birth and death process and a Boltzmann-Langevin equation are given.

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Onuki, A. Langevin equation with multi-Poissonian noise. J Stat Phys 19, 325–332 (1978). https://doi.org/10.1007/BF01011751

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  • DOI: https://doi.org/10.1007/BF01011751

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