The study on a stochastic system with non-Gaussian noise and Gaussian colored noise

Huiqing Zhang, Wei Xu, Yong Xu

科研成果: 期刊稿件文章同行评审

28 引用 (Scopus)

摘要

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

源语言英语
页(从-至)781-788
页数8
期刊Physica A: Statistical Mechanics and its Applications
388
6
DOI
出版状态已出版 - 15 3月 2009

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