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Title: On randomly interrupted diffusion
Authors: Łuczka, Jerzy
Keywords: szum Gaussowski; szum biały
Issue Date: 1993
Citation: Acta Physica Polonica. B, 1993, nr 4, s. 717-724
Abstract: Processes driven by randomly interrupted Gaussian white noise are considered. An evolution equation for single-event probability distributions is presented. Stationary states are considered as a solution of a second-order ordinary differential equation with two imposed conditions. A linear model is analyzed and its stationary distributions are explicitly given.
ISSN: 0587-4254
Appears in Collections:Artykuły (WNŚiT)

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