A microscopic dynamics was proposed in terms of generalized Langevin equations for stochastic processes defined by nonlinear Fokker-Planck equations. These Langevin equations could be used to model stochastic processes with mean field interactions and random walks related to the generalized thermostatistics. They also exhibited probability dependent drift functions and involved multiplicative probability-dependent noise terms. It was illustrated that self-consistent generalized Langevin equations could be derived for a vast majority of nonlinear Fokker-Planck equations.
|Journal||Physica A. Statistical Mechanics and its Applications|
|Publication status||Published - 2001|