Dynamical systems driven by small white noise: asymptotic analysis and applications

作者: Z. Schuss , B. J. Matkowsky

DOI: 10.1007/BFB0062360

关键词:

摘要:

参考文章(37)
B. Matkowsky, Z. Schuss, Kramers' diffusion problem and diffusion across characteristic boundaries Theory and Applications of Singular Perturbations. pp. 318- 345 ,(1982) , 10.1007/BFB0094756
M. Levi, F. C. Hoppensteadt, W. L. Miranker, Dynamics of the Josephson junction Quarterly of Applied Mathematics. ,vol. 36, pp. 167- 198 ,(1978) , 10.1090/QAM/484023
Iosif Il’ich Gihman, Anatolii Vladimirovich Skorohod, Stochastic Differential Equations ,(1972)
Richard Courant, David Hilbert, Methods of Mathematical Physics ,(1947)
G. E. Murch, Monte Carlo demonstration of solid‐state diffusion in an electric field American Journal of Physics. ,vol. 47, pp. 958- 960 ,(1979) , 10.1119/1.11687
Nelson Wax, M. H. Cohen, Selected Papers on Noise and Stochastic Processes Physics Today. ,vol. 8, pp. 19- 19 ,(1955) , 10.1063/1.3062012
Donald Ludwig, Persistence of Dynamical Systems under Random Perturbations Siam Review. ,vol. 17, pp. 605- 640 ,(1975) , 10.1137/1017070