scientific article; zbMATH DE number 15835

zbMATH Open0747.60102MaRDI QIDQ3972487FDOQ3972487

Authors: Ronald F. Fox 

Publication date: 25 June 1992

Title of this publication is not available (Why is that?)

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zbMATH Keywords

simulationfirst passage timequadratic potentialcharacterizing coloured diffusion

Mathematics Subject Classification ID

Gaussian processes (60G15) Diffusion processes (60J60) Other physical applications of random processes (60K40)

Cited In (4)

• Title not available (Why is that?)
• Stochastic differential equations describing systems with coloured noise
• Effective Markovian approximation for non-Gaussian noises: A path integral approach
• Accurate Monte Carlo tests of the stochastic Ginzburg-Landau model with multiplicative colored noise

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