FOKKER-PLANCK EQUATION OF A STOCHASTIC-SYSTEM DRIVEN BY SPATIALLY-RELATED NOISES

Authors
Citation
Jh. Li et Zq. Huang, FOKKER-PLANCK EQUATION OF A STOCHASTIC-SYSTEM DRIVEN BY SPATIALLY-RELATED NOISES, Communications in Theoretical Physics, 29(2), 1998, pp. 213-216
Citations number
2
Categorie Soggetti
Physics
ISSN journal
02536102
Volume
29
Issue
2
Year of publication
1998
Pages
213 - 216
Database
ISI
SICI code
0253-6102(1998)29:2<213:FEOASD>2.0.ZU;2-J
Abstract
In this paper we study a general stochastic system driven by the spati ally-related Gaussian white noises. The corresponding Fokker-Planck eq uation is calculated; and some typical cases are analyzed. Finally, by the Fokker-Planck equation derived in the paper we study a single bis table kinetic process with spatially-related noise. The results obtain ed in the paper provide a correct foundation for the treatment of the stochastic systems driven by spatially-related noises.