A non-linear stochastic differential equation: Exact critical statics and dynamics

DOI10.1016/0378-4371(83)90106-1zbMath0511.60054OpenAlexW1965994886WikidataQ115363216 ScholiaQ115363216MaRDI QIDQ1838767

Léon Brenig, N. Banai

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1016/0378-4371(83)90106-1

zbMATH Keywords

exact analytical expressionstime dependent solutions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Water waves, gravity waves; dispersion and scattering, nonlinear interaction (76B15) Stochastic analysis applied to problems in fluid mechanics (76M35) Chemical kinetics in thermodynamics and heat transfer (80A30)

Related Items (1)

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

Cites Work

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• Non-linear dynamics of systems coupled with external noise: some exact results
• Strong approximation theorems for density dependent Markov chains
• The special functions and their approximations. Vol. I, II
• Phase Transition and Slowing Down in Non-Equilibrium Stochastic Processes
• Analytical approach to initial-value problems in nonlinear systems
• An introduction to synergetics
• On the Convergence of Ordinary Integrals to Stochastic Integrals

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