Lecture Notes in Physics, 1997, Volume 484/1997, 23-31, DOI: 10.1007/BFb0105596

Colored noise in dynamical systems: Some exact solutions

Peter Jung

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Abstract

I consider one dimensional nonlinear systems driven by colored Gaussian noise. A framework is presented which allows for the construction of models that can be exactly solved in terms of single variable Fokker-Planck equations. I further discuss an exactly solvable linear model with multiplicative colored noise, where the noise color mediates a stochastic-resonance like behavior.

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