Stochastic differential equations describing systems with coloured noise

DOI10.2478/TMMP-2018-0009zbMATH Open1497.60075OpenAlexW2913589933MaRDI QIDQ4611065FDOQ4611065

Authors: Edita Kolářová, Lubomír Brančik 

Publication date: 23 January 2019

Published in: Tatra Mountains Mathematical Publications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/tmmp-2018-0009

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zbMATH Keywords

Wiener processcolored noisewhite noisetransmission line modelstochastic integral equationsIto formulahigher-order ladder network

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Numerical solutions to stochastic differential and integral equations (65C30)

Cited In (9)

• Path integral solution of the system with coloured multiplicative noise
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• A stochastic perspective of RL electrical circuit using different noise terms
• Numerical solution of differential equations with colored noise
• SPDEs with coloured noise: Analytic and stochastic approaches
• Coloured noise from stochastic inflows in reaction-diffusion systems
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• Stochastic Kolmogorov systems driven by wideband noises
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