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.
|Number of pages||15|
|Journal||Physica A: Statistical Mechanics and its Applications|
|Publication status||Published - 1 Dec 1996|
- Detailed balance method
- Fokker-Planck equation
- Random differential equations