Abstract
We deduce a nonlinear and inhomogeneous Fokker-Planck equation within a generalized Stratonovich, or stochastic , prescription (, , and 1, respectively, correspond to the Itô, Stratonovich and anti-Itô prescriptions). We obtain its stationary state for a class of constitutive relations between drift and diffusion and show that it has a -exponential form, , with an index which does not depend on in the presence of any nonvanishing nonlinearity. This is in contrast with the linear case, for which the index is dependent.
- Received 19 June 2014
DOI:https://doi.org/10.1103/PhysRevE.90.032118
©2014 American Physical Society