PREHISTORY PROBLEM FOR SYSTEMS DRIVEN BY WHITE-NOISE

Authors
GOMEZORDONEZ J CASADO JM MORILLO M
Citation
J. Gomezordonez et al., PREHISTORY PROBLEM FOR SYSTEMS DRIVEN BY WHITE-NOISE, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 54(2), 1996, pp. 2125-2127
Citations number
7
Categorie Soggetti
Physycs, Mathematical","Phsycs, Fluid & Plasmas
Journal title
Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics → ACNP
ISSN journal
1063651X
Volume
54
Issue
2
Year of publication
1996
Pages
2125 - 2127
Database
ISI
SICI code
1063-651X(1996)54:2<2125:PPFSDB>2.0.ZU;2-V
Abstract
The prehistory probability density for a stochastic system with Gaussi an white noise is analyzed in terms of a Fokker-Planck equation. The r esults are compared with those provided by the method of the optimal p ath, and with those of analog simulation experiments.