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Teoreticheskaya i Matematicheskaya Fizika, 1993, Volume 97, Number 3, Pages 396–413 (Mi tmf1748)  
Exact solvable models of nonlinear dynamic systems driven by coloured Ornstein–Uhlenbeck and Rayleigh noises

A. F. Konstantinov, V. M. Loginov

Tuva Complex Section, Siberian Branch of the Russian Academy of Sciences
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Abstract: Exact solutions of the stationary Kolmogorov–Fokker–Planck equations corresponding to a certain class of nonlinear dynamical systems of first order driven parametrically (multiplicatively) by colored Markov Ornstein–Uhlenbeck and Rayleigh noise are obtained. The influence of asymmetric fluctuations on the form of the stationary distributions is discussed. Phase diagrams are constructed for some examples, and phase transitions induced by colored Rayleigh noise are noted.
Received: 08.06.1992
English version:
Theoretical and Mathematical Physics, 1993, Volume 97, Issue 3, Pages 1370–1381
DOI: https://doi.org/10.1007/BF01015767
Bibliographic databases:
Language: Russian
Citation: A. F. Konstantinov, V. M. Loginov, “Exact solvable models of nonlinear dynamic systems driven by coloured Ornstein–Uhlenbeck and Rayleigh noises”, TMF, 97:3 (1993), 396–413; Theoret. and Math. Phys., 97:3 (1993), 1370–1381
Citation in format AMSBIB
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\pages 396--413
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\transl
\jour Theoret. and Math. Phys.
\yr 1993
\vol 97
\issue 3
\pages 1370--1381
\crossref{https://doi.org/10.1007/BF01015767}
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