| 关联噪声驱动系统的随机动力学 |
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| 引用本文： | 陈俊,曹力,吴大进. 关联噪声驱动系统的随机动力学[J]. 华中科技大学学报(自然科学版), 1998, 0(Z2) |
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| 作者姓名： | 陈俊 曹力 吴大进 |
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| 作者单位： | 华中理工大学物理系 |
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| 摘 要： | 用一种新变换方法将关联噪声化为两个随机等价的独立噪声，从而可以使用各种原来处理两相独立噪声的随机动力学方法．对关联白噪声和关联Ｏ－Ｕ噪声驱动系统分别建立了福克－普朗克方程，并举例解出定态几率分布．
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| 关 键 词： | 关联噪声；福克－普朗克方程；定态几率 |
The Stochastic Dynamics for Systems Driven by Correlation Noises |
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| Chen Jun Cao Li Wu Dajin. The Stochastic Dynamics for Systems Driven by Correlation Noises[J]. JOURNAL OF HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY.NATURE SCIENCE, 1998, 0(Z2) |
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| Authors: | Chen Jun Cao Li Wu Dajin |
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| Affiliation: | Chen Jun Cao Li Wu Dajin |
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| Abstract: | By means of a new transformation, correlated noises are translated into two stochastic, equivalent and independent noises. Some stochastic dynamic methods treating two independent noises may be used. For white and O U correlatednoises driven systems, Fokker Planck equations are established and the steady probability distributions are given. |
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| Keywords: | correlated noises Fokker Planck equation steady probability distribution |
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