Time dependence of moments of an exactly solvable Verhulst model under random perturbations

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Explicit expressions for one point moments corresponding to stochastic Verhulst model driven by Markovian coloured dichotomous noise are presented. It is shown that the moments are the given functions of a decreasing exponent. The asymptotic behavior (for large time) of the moments is described by a single decreasing exponent.
LaTeX, 6 pages

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Chaotic Dynamics, Exactly Solvable and Integrable Systems

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http://salesiana.dossiersoluciones.com/handle/123456789/145422

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0801.0842
 http://arxiv.org/abs/0801.0842

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arXiv