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.