par Horsthemke, Werner ;Brenig, Léon
Référence Zeitschrift für Physik B Condensed Matter and Quanta, 27, 4, page (341-348)
Publication Publié, 1977-12
Article révisé par les pairs
Résumé : Using the theory of Markovian diffusion processes it is established that a non-linear Fokker-Planck equation is the most general continuous asymptotic representation of master equations describing internal fluctuations in the limit of large systems. The good agreement between the results of the Fokker-Planck approximation and those of the master equation description is demonstrated on several examples. The differences with van Kampen's approach are elucidated. © 1977 Springer-Verlag.