Summary

2011 International Symposium on Nonlinear Theory and Its Applications

2011

Session Number:B2L-B

Session:

Number:B2L-B4

A note on the white noise limit of dynamical systems driven by colored noise

Takehiko Horita,  

pp.405-406

Publication Date:2011/9/4

Online ISSN:2188-5079

DOI:10.34385/proc.45.B2L-B4

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Summary:
The derivation of the reduced equation in the white noise limit for the system driven by colored noise is considered. The reduced equation is directly derived without using the Fokker-Planck equation for the probability distribution which is used in the earlier study.