Reduced α-stable dynamics for multiple time scale systems forced with correlated additive and multiplicative Gaussian white noise

DOI10.1063/1.4985675zbMath1390.34185arXiv1705.08233OpenAlexW2619036528WikidataQ47590990 ScholiaQ47590990MaRDI QIDQ4563849

William F. Thompson, Adam Hugh Monahan, Rachel Kuske

Publication date: 4 June 2018

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.08233

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability of solutions to ordinary differential equations (34D20) Ordinary differential equations and systems with randomness (34F05) Qualitative investigation and simulation of ordinary differential equation models (34C60)

Related Items (2)

Bispectral unfolding of the skewness of correlated additive and multiplicative noise processes ⋮ Stochastic Model Reduction for Slow-Fast Systems with Moderate Time Scale Separation

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