We derive a phenomenological model of the underlying microscopic Langevin equation of the nonlinear Fokker-Planck equation, which is used to describe anomalous correlated diffusion. The resulting distribution-dependent stochastic equation is then analyzed and properties such as long-time scaling and the Hurst exponent are calculated both analytically and from simulations. Results of this microscopic theory are compared with those of fractional Brownian motion.

• Received 16 December 1997

DOI:https://doi.org/10.1103/PhysRevE.57.6634