Stochastic nonlinear differential equations. II

O.J. Heilmann and N.G. Van Kampen

Physica A: Statistical Mechanics and its Applications, 1978, vol. 93, issue 3, 476-484

Abstract: 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.

Date: 1978
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:93:y:1978:i:3:p:476-484

DOI: 10.1016/0378-4371(78)90168-1

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