scientific article; zbMATH DE number 3729208

MaRDI QIDQ3917264zbMATH OpenFDO

Authors Miguel San Miguel, José M. Sancho

Publication date 1981

zbMATH Keywords

Fokker Planck equationsnon-white noisenumerical simulationOrnstein-Uhlenbeck process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic mechanics (including stochastic electrodynamics) (81P20)

Cited in

(2)

• Improvement of stochastic neighbouring-optimal control using nonlinear Gaussian white noise terms in the Taylor expansions
• Critical slowing down in bifurcating stochastic partial differential equations with red noise

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