NUMERICAL SIMULATIONS OF STOCHASTIC DIFFERENTIAL-EQUATIONS

被引：37

作者：

FOX, RF

机构：

来源：

JOURNAL OF STATISTICAL PHYSICS | 1989年 / 54卷 / 5-6期

关键词：

D O I：

10.1007/BF01044719

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

引用

页码：1353 / 1366

页数：14

共 26 条

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[2]

FELLER W, 1971, INTRO PROBABILITY TH, V2, P341

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FOX, RF ;

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[4] STOCHASTIC PUMP EFFECTS IN LASERS [J].

FOX, RF ;

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FOX, RF .

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[6] FUNCTIONAL-CALCULUS APPROACH TO STOCHASTIC DIFFERENTIAL-EQUATIONS [J].

FOX, RF .

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[7] CORRELATION TIME EXPANSION FOR NON-MARKOVIAN, GAUSSIAN, STOCHASTIC-PROCESSES [J].

FOX, RF .

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[8] MEAN 1ST-PASSAGE TIMES AND COLORED NOISE [J].

FOX, RF .

PHYSICAL REVIEW A, 1988, 37 (03) :911-917

[9] UNIFORM-CONVERGENCE TO AN EFFECTIVE FOKKER-PLANCK EQUATION FOR WEAKLY COLORED NOISE [J].

FOX, RF .

PHYSICAL REVIEW A, 1986, 34 (05) :4525-4527

[10] STEADY-STATE ANALYSIS OF STRONGLY COLORED MULTIPLICATIVE NOISE IN A DYE-LASER [J].

FOX, RF ;

ROY, R .

PHYSICAL REVIEW A, 1987, 35 (04) :1838-1842

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