摘要
本文从含指数外噪声的随机微分方程出发,分别在Ornstein-Uhlenbeck(OU)噪声和随机电报(Di)噪声下,得到了定态联合几率密度所满足的方程,并将两者进行了比较。文中还对一简单模型进行了讨论,求出了它的相关函数和驰豫时间。
From the SDE with external exponential noise, we derive equations for the steady state joint probability distribution for the case of an Ornstein Uhle nbeak noise and also for a dichotomic noise A comparison is made. We discuss a simple model and obtain its correlation function and relaxation time
出处
《华中师范大学学报（自然科学版）》
CAS
CSCD
1990年第3期292-298,共7页
Journal of Central China Normal University：Natural Sciences
关键词
指数外噪声
动力学
OU噪声
Di噪声
OU noise
Di noise
SDE
joint probability distribution
correlation function
relaxation time
