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

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dc.creatorLoginov, V. M.
dc.date2008-01-06
dc.date.accessioned2026-07-07T08:52:51Z
dc.date.available2026-07-07T08:52:51Z
dc.descriptionExplicit 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.
dc.descriptionLaTeX, 6 pages
dc.identifierhttps://arxiv.org/abs/0801.0842
dc.identifierhttp://arxiv.org/abs/0801.0842
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/145422
dc.subjectChaotic Dynamics
dc.subjectExactly Solvable and Integrable Systems
dc.titleTime dependence of moments of an exactly solvable Verhulst model under random perturbations
dc.typetext

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