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
Link To Document :
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