Colored Noise in Dynamical Systems
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Publication:3779543
DOI10.1137/0148023zbMath0638.60086OpenAlexW2064050252MaRDI QIDQ3779543
M. M. Klosek-Dygas, Zeev Schuss, Bernard J. Matkowsky
Publication date: 1988
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0148023
singular perturbation methodsfirst passage timeGaussian colored noiseforward and backward Kolmogorov equationsproblem of escape of a particle
Stochastic systems and control (93E99) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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