A Moment-Based Approach to Bounded Non-Gaussian Colored Noise

DOI10.1007/978-1-4614-7385-5_7zbMath1317.82041OpenAlexW126711549MaRDI QIDQ5251091

Hideo Hasegawa

Publication date: 22 May 2015

Published in: Bounded Noises in Physics, Biology, and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4614-7385-5_7

zbMATH Keywords

moment methodnon-Gaussian colored noisebounded noisesfunctional integral methodsuniversal colored noise approximation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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