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Fluctuation Dissipation Relation for a Langevin Model with Multiplicative Noise

H. Sakaguchi
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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.

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H. Sakaguchi. 2001-08-24. Fluctuation Dissipation Relation for a Langevin Model with Multiplicative Noise. https://doi.org/10.1143/jpsj.70.3247

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