TY - JOUR
T1 - The study on a stochastic system with non-Gaussian noise and Gaussian colored noise
AU - Zhang, Huiqing
AU - Xu, Wei
AU - Xu, Yong
PY - 2009/3/15
Y1 - 2009/3/15
N2 - In this paper, a stochastic system with correlation between non-Gaussian noise and Gaussian colored noise is investigated. We carry out the functional methods to derive the approximate Fokker-Planck equation, and the expressions of stationary probability density function and mean first-passage time are presented. Also we explore the effects of correlation between non-Gaussian and Gaussian noise for the mean first-passage time. Crown
AB - In this paper, a stochastic system with correlation between non-Gaussian noise and Gaussian colored noise is investigated. We carry out the functional methods to derive the approximate Fokker-Planck equation, and the expressions of stationary probability density function and mean first-passage time are presented. Also we explore the effects of correlation between non-Gaussian and Gaussian noise for the mean first-passage time. Crown
KW - Fokker-Planck equation (FPE)
KW - Mean first-passage time
KW - Non-Gaussian noise
KW - Stationary probability density function
UR - http://www.scopus.com/inward/record.url?scp=58149345464&partnerID=8YFLogxK
U2 - 10.1016/j.physa.2008.11.046
DO - 10.1016/j.physa.2008.11.046
M3 - 文章
AN - SCOPUS:58149345464
SN - 0378-4371
VL - 388
SP - 781
EP - 788
JO - Physica A: Statistical Mechanics and its Applications
JF - Physica A: Statistical Mechanics and its Applications
IS - 6
ER -