White versus non-white stochastic environment of intrinsically stochastic systems: A computational approach to the evolutionary problem (Q1070810)
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scientific article; zbMATH DE number 3938514
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | White versus non-white stochastic environment of intrinsically stochastic systems: A computational approach to the evolutionary problem |
scientific article; zbMATH DE number 3938514 |
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White versus non-white stochastic environment of intrinsically stochastic systems: A computational approach to the evolutionary problem (English)
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1985
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A homogeneous system described by Fokker-Planck type equations with a parameter which is stochastic diffusion process is considered. Some numerical schemes for the computation of solutions of the given equations by the method of simulation are presented and illustrated by examples.
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non-white external noise
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finite size intrinsically stochastic
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system
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Fokker-Planck
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stochastic diffusion
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method of simulation
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