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

DOI10.1007/BF01019735zbMATH Open1084.82556WikidataQ62556321 ScholiaQ62556321MaRDI QIDQ1963507FDOQ1963507

Authors: S. Faetti, Paolo Grigolini, R. Mannella, L. Fronzoni 

Publication date: 2 February 2000

Published in: Journal of Statistical Physics (Search for Journal in Brave)

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zbMATH Keywords

colored noiselocal linearizationGaussian noiseglobal linearizationFokker-Planck approximation

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Cites Work

• Title not available (Why is that?)

Cited In (5)

• Generalized Fokker-Planck equations for coloured multiplicative Gaussian noise
• Operators central limit theorem
• Probabilistic density function method for stochastic ODEs of power systems with uncertain power input
• The projection operator approach to the Fokker-Planck equation. II: Dichotomic and nonlinear Gaussian noise.
• Effective equilibrium states in the colored-noise model for active matter i. pairwise forces in the fox and unified colored noise approximations

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