Geodesic
Exact solvable models of nonlinear dynamic systems driven by coloured Ornstein–Uhlenbeck and Rayleigh noises
Teoretičeskaâ i matematičeskaâ fizika, Tome 97 (1993) no. 3, pp. 396-413 Cet article a éte moissonné depuis la source Math-Net.Ru

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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. 
@article{TMF_1993_97_3_a6,
     author = {A. F. Konstantinov and V. M. Loginov},
     title = {Exact solvable models of nonlinear dynamic systems driven by coloured {Ornstein{\textendash}Uhlenbeck} and {Rayleigh} noises},
     journal = {Teoreti\v{c}eska\^a i matemati\v{c}eska\^a fizika},
     pages = {396--413},
     year = {1993},
     volume = {97},
     number = {3},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TMF_1993_97_3_a6/}
}
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A. F. Konstantinov; V. M. Loginov. Exact solvable models of nonlinear dynamic systems driven by coloured Ornstein–Uhlenbeck and Rayleigh noises. Teoretičeskaâ i matematičeskaâ fizika, Tome 97 (1993) no. 3, pp. 396-413. http://geodesic.mathdoc.fr/item/TMF_1993_97_3_a6/

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