Abstract
We consider the one-dimensional stochastic flow x=f(x)+g(x)xi(t), where xi(t) is a dichotomous Markov noise, and use a simple procedure to identify the conditions under which the integro-differential equation satisfied by the total probability density P(x,t) of the driven variable can be reduced to a differential equation of finite order. This generalizes the enumeration of the "solvable" cases.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: Physical review. E, Statistical, nonlinear, and soft matter physics
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
