Colored Noise in Dynamical Systems (Q3779543)

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scientific article; zbMATH DE number 4040994
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    Colored Noise in Dynamical Systems
    scientific article; zbMATH DE number 4040994

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      Colored Noise in Dynamical Systems (English)
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      1988
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      forward and backward Kolmogorov equations
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      problem of escape of a particle
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      Gaussian colored noise
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      singular perturbation methods
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      first passage time
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