THE DISTRIBUTION OF EXIT TIMES FOR WEAKLY COLORED NOISE

被引：28

作者：

HAGAN, PS

DOERING, CR

LEVERMORE, CD

机构：

[1] CLARKSON UNIV, DEPT PHYS, POTSDAM, NY 13676 USA

[2] UNIV ARIZONA, DEPT MATH, TUCSON, AZ 85721 USA

来源：

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

关键词：

D O I：

10.1007/BF01044718

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

引用

页码：1321 / 1352

页数：32

共 19 条

[1]

Abramowitz M., 1964, HDB MATH FUNCTIONS F, V55

[2]

Arnold L., 1974, STOCHASTIC DIFFERENT

[3] STABILITY AND CONTROL OF STOCHASTIC-SYSTEMS WITH WIDEBAND NOISE DISTURBANCES .1. [J].

BLANKENSHIP, G ;

PAPANICOLAOU, GC .

SIAM JOURNAL ON APPLIED MATHEMATICS, 1978, 34 (03) :437-476

[4] THE KINETIC BOUNDARY-LAYER FOR THE FOKKER-PLANCK EQUATION WITH ABSORBING BOUNDARY [J].

BURSCHKA, MA ;

TITULAER, UM .

JOURNAL OF STATISTICAL PHYSICS, 1981, 25 (03) :569-582

[5]

Carrier G., 1966, FUNCTIONS COMPLEX VA

[6] The Brownian movement and stochastic equations [J].

Doob, JL .

ANNALS OF MATHEMATICS, 1942, 43 :351-369

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

FOX, RF .

PHYSICAL REVIEW A, 1986, 33 (01) :467-476

[8]

GREENBERG W, 1987, BOUNDARY VALUE PROBL

[9]

HAGAN PS, IN PRESS SIAM J APPL

[10] BISTABILITY DRIVEN BY COLORED NOISE - THEORY AND EXPERIMENT [J].

HANGGI, P ;

MROCZKOWSKI, TJ ;

MOSS, F ;

MCCLINTOCK, PVE .

PHYSICAL REVIEW A, 1985, 32 (01) :695-698

← 1 2 →