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
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
Journal title :
Physica A Statistical Mechanics and its Applications