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

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scientific article; zbMATH DE number 1397583
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    The projection approach to the Fokker-Planck equation. I: Colored Gaussian noise.
    scientific article; zbMATH DE number 1397583

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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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