Title of article
Stationary solutions and stability of second order random differential equations
Author/Authors
A. Bezen، نويسنده , , F.C. Klebaner، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1996
Pages
15
From page
809
To page
823
Abstract
White-noise perturbations of second-order differential equations are studied. The method of detailed balance is used to obtain stationary solutions of the Fokker-Planck equation. This method is applied to several types of random differential equations both with additive and parametric noises. Stationary moments of a solution of a linear equation are found.
Journal title
Physica A Statistical Mechanics and its Applications
Serial Year
1996
Journal title
Physica A Statistical Mechanics and its Applications
Record number
864365
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