STOCHASTIC-SYSTEM WITH COLORED CORRELATION BETWEEN WHITE-NOISE AND COLORED NOISE

A stochastic system with colored correlation between white noise and c olored noise is investigated theoretically. A general Fokker-Planck eq uation of the system is derived by using a standard method. We discuss a bistable system with colored correlation between additive white noi se and multiplicative colored one. It is found that the effects of the correlation time of multiplicative colored noise on the statistical p roperties of the bistable system are different from those of the corre lation time of the correlation between additive white noise and multip licative colored noise on the statistical properties of the bistable s ystem. (C) 1998 Elsevier Science B.V. All rights reserved.