An approximate master equation for systems driven by linear Ornstein- Uhlenbeck noise

DOI10.1016/0378-4371(88)90246-4zbMath0684.60061OpenAlexW2170777649MaRDI QIDQ1825529

Jerzy Łuczka

Publication date: 1988

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-4371(88)90246-4

zbMATH Keywords

random perturbationsmultiplicative noiseOrnstein-Uhlenbeck noise

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (1)

Non-Markovian stochastic processes: Colored noise

Cites Work

• Noise-induced transitions. Theory and applications in physics, chemistry, and biology
• Relaxation problem with a quadratic noise: Analysis
• A non-linear stochastic differential equation: Exact critical statics and dynamics
• Theory of nonlinear Langevin equation with quadratic noise
• Handbook of stochastic methods for physics, chemistry and natural sciences.

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