Stationary solutions and stability of se
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A. Bezen; F.C. Klebaner
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Article
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1996
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Elsevier Science
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English
โ 553 KB
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. Statio