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Towards Multi-Dimensional Nonlinear Langevin Equation

P. 278–283.
Lubashevsky I.

The work is devoted to possible generalizations of the Langevin equation based on the notion of the intermediate point determining the contribution of nonlinear random forces and different channels of noise action.

Language: English
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Keywords: stochastic differential equationsnonlinear stochastic processes

In book

Proceedings of the 45th ISCIE International Symposium on Stochastic Systems Theory and Its Applications
Kyoto: The Institute of Systems, Control and Information Engineers , 2014.
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