The unified colored noise approximation of multidimensional stochastic dynamic system

DOI10.1016/J.PHYSA.2020.124624zbMATH Open1496.60080OpenAlexW3017445594MaRDI QIDQ2139682FDOQ2139682

Authors: Wei-Long Duan, Hui Fang 

Publication date: 19 May 2022

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

Full work available at URL: https://doi.org/10.1016/j.physa.2020.124624

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zbMATH Keywords

Gaussian white noiseGaussian colored noiseunified colored noise approximationmultidimensional stochastic dynamic system

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Cites Work

• Stochastic processes in physics and chemistry.
• Title not available (Why is that?)
• Effective Markovian approximation for non-Gaussian noises: A path integral approach
• Second-order algorithm for simulating stochastic differential equations with white noises
• Stochastic delayed kinetics of foraging colony system under non-Gaussian noise
• Stochastic resonance in a time polo-delayed asymmetry bistable system driven by multiplicative white noise and additive color noise
• Non-Gaussian noise-weakened stability in a foraging colony system with time delay

Cited In (6)

• Path integral solution of the system with coloured multiplicative noise
• Noise and delay enhanced stability in tumor-immune responses to chemotherapy system
• Optimal control of effector-tumor-normal cells dynamics in presence of adoptive immunotherapy
• About the optimal FPE for non-linear 1D-SDE with Gaussian noise: the pitfall of the perturbative approach
• Analysis of the effectiveness of the treatment of solid tumors in two cases of drug administration
• The stability analysis of tumor-immune responses to chemotherapy system driven by Gaussian colored noises

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