关联噪声驱动系统的随机动力学

The Stochastic Dynamics for Systems Driven by Correlation Noises

用一种新变换方法将关联噪声化为两个随机等价的独立噪声，从而可以使用各种原来处理两相独立噪声的随机动力学方法．对关联白噪声和关联Ｏ－Ｕ噪声驱动系统分别建立了福克－普朗克方程，并举例解出定态几率分布．

By means of a new transformation, correlated noises are translated into two stochastic, equivalent and independent noises. Some stochastic dynamic methods treating two independent noises may be used. For white and O U correlatednoises driven systems, Fokker Planck equations are established and the steady probability distributions are given.