Functional characterization of linear delay Langevin equations -: art. no. 046104

被引：0

作者：

Budini, AA

Cáceres, MO

机构：

[1] Max Planck Inst Phys Komplexer Syst, D-01187 Dresden, Germany

[2] Univ Nacl Cuyo, CNEA, Ctr Atom Bariloche, Inst Balseiro, RA-8400 San Carlos De Bariloche, Rio Negro, Argentina

[3] Consejo Nacl Invest Cient & Tecn, RA-8400 San Carlos De Bariloche, Rio Negro, Argentina

来源：

PHYSICAL REVIEW E | 2004年 / 70卷 / 04期

关键词：

D O I：

暂无

中图分类号：

O35 [流体力学]; O53 [等离子体物理学];

学科分类号：

070204 ; 080103 ; 080704 ;

摘要：

We present an exact functional characterization of linear delay Langevin equations driven by any noise structure defined through its characteristic functional. This method relies on the possibility of finding an explicitly analytical expression for each realization of the delayed stochastic process in terms of those of the driving noise. General properties of the transient dissipative dynamics are analyzed. The corresponding interplay with a color Gaussian noise is presented. As a full application of our functional method we study a model for population growth with non-Gaussian fluctuations: the Gompertz model driven by multiplicative white shot noise.

引用

页数：12

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