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.
| Original language | English |
|---|---|
| Pages (from-to) | 809-823 |
| Number of pages | 15 |
| Journal | Physica A: Statistical Mechanics and its Applications |
| Volume | 233 |
| Issue number | 3-4 |
| DOIs | |
| Publication status | Published - 1 Dec 1996 |
| Externally published | Yes |
Keywords
- Detailed balance method
- Fokker-Planck equation
- Random differential equations