Stochastic nonlinear differential equations. II

The general formulae derived in an earlier article are applied to some special cases, viz., the Fokker-Planck or diffusion limit, the linear case, and the Malthus-Verhulst equation with random coefficients.

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Year of publication:	1978
Authors:	Heilmann, O.J. ; Van Kampen, N.G.
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 93.1978, 3, p. 476-484
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010584529