The projection approach to the Fokker-Planck equation. I: Colored Gaussian noise. (Q1963507)
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English | The projection approach to the Fokker-Planck equation. I: Colored Gaussian noise. |
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The projection approach to the Fokker-Planck equation. I: Colored Gaussian noise. (English)
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2 February 2000
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Fokker-Planck approximation
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colored noise
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Gaussian noise
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local linearization
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global linearization
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