A note on the Markov property of stochastic processes described by nonlinear FokkerヨPlanck equations

Abstract

We study the Markov property of processes described by generalized Fokker–Planck equations that are nonlinear with respect to probability densities such as mean ,eld Fokker–Planck equations and Fokker–Planck equations related to generalized thermostatistics. We show that their transient solutions describe non-Markov processes. In contrast, stationary… (More)

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