A non-linear stochastic differential equation: Exact critical statics and dynamics

DOI10.1016/0378-4371(83)90106-1zbMath0511.60054WikidataQ115363216 ScholiaQ115363216MaRDI QIDQ1838767

Léon Brenig, N. Banai

Publication date: 1983

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-4371(83)90106-1

zbMATH Keywords

exact analytical expressions; time dependent solutions

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

76B15: Water waves, gravity waves; dispersion and scattering, nonlinear interaction

76M35: Stochastic analysis applied to problems in fluid mechanics

80A30: Chemical kinetics in thermodynamics and heat transfer

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An approximate master equation for systems driven by linear Ornstein- Uhlenbeck noise

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