Generalized Fokker-Planck equations for coloured multiplicative Gaussian noise

zbMATH Open1291.82047MaRDI QIDQ5170337FDOQ5170337

Authors: A. M. Cetto, L. De La Peña, R. M. Velasco 

Publication date: 23 July 2014

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Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)

Cited In (4)

• Path integral solution of the system with coloured multiplicative noise
• A systematic path to non-Markovian dynamics: new response probability density function evolution equations under Gaussian coloured noise excitation
• The projection operator approach to the Fokker-Planck equation. II: Dichotomic and nonlinear Gaussian noise.
• The projection approach to the Fokker-Planck equation. I: Colored Gaussian noise.

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