Journal of Physical Studies 5(1), 14–18 (2001)
DOI: https://doi.org/10.30970/jps.05.14

CONDITIONS OF THE ANOMALOUS DIFFUSION IN STOCHASTIC SYSTEMS

D. O. Kharchenko

Sumy State University
2 Ryms'kyi-Korsakov Str., Sumy, UA-40007, Ukraine

A system with a probability for the microscopic transition of scaling character entering the master equation is considered. We show that such a kind of approximation reduces to a fractional order the Fokker-Planck equation. It provides for the appearance of the superdiffusion conditions. Such an anomalous behaviour is explained by the fractal phase space of the system with multiplicative noise.

PACS number(s): 05.40.+j, 05.70.Fh, 64.60.-i, 82.20.Fd

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