Linear oscillators driven by Gaussian co
β
Ke-Gang Wang; Jaume Masoliver
π
Article
π
1996
π
Elsevier Science
π
English
β 578 KB
We study the statistical properties of linear oscillators driven by both intemal and external Gaussian colored noise. We obtain the variances of displacement and velocity and analyze their asymptotic behavior and crossovers. We also derive exact equations for the joint and marginal probability densi