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Stationary solutions and stability of second order random differential equations

โœ Scribed by A. Bezen; F.C. Klebaner

Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
553 KB
Volume
233
Category
Article
ISSN
0378-4371

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โœฆ Synopsis

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.

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