Multiplicative stochastic differential equations with noise-induced transitions

DOI10.1088/0305-4470/25/8/037zbMath0755.60042OpenAlexW2057979321MaRDI QIDQ4021011

I. T. Drummond

Publication date: 17 January 1993

Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/0305-4470/25/8/037

zbMATH Keywords

perturbation theorynumerical simulationsstationary probability distributionmultiplicative stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Other physical applications of random processes (60K40)

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