van Kampen N. G. — Langevin-Like Equation with Colored Noise
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Название: Langevin-Like Equation with Colored Noise
Автор: van Kampen N. G.
Аннотация:
Consider a stochastic differential equation of the form of a Langevin equation, but in which the noise source
is not white. If it is nearly white, i.e., its autocorrelation time is short, a systematic approximation method
is known.
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