Abstract：We consider a process with correlated additicve and multiplictive Gaussian white noises and derive its FPE by means of two methods (ordered cumulant technigue and decoupled technique). As an exmaple, we apply the FPE to a bistable model, and get its equation of stationary most probable value. Through the discussion on the equation, we'll see the effects of correlation between noises on noise induced transction.
收稿日期: 1993-03-25
引用本文:
陈立华 罗海庚. 相关加法和乘法噪声的统一描述[J]. , 1993, 32(3): 0-0.
陈立华 罗海庚. THE UNIFY DESCRIPTION OF CORRELATED ADDITIVE AND MULTIPLICATIVE NOISES. , 1993, 32(3): 0-0.
