The projection approach to the Fokker-Planck equation. I: Colored Gaussian noise. (Q1963507)

From MaRDI portal
scientific article
Language Label Description Also known as
English
The projection approach to the Fokker-Planck equation. I: Colored Gaussian noise.
scientific article

    Statements

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