Correlated Noises of the Stochastic Processes
Ya Jia · Communications in Theoretical Physics · 1995
The combined effect of several noises has been proposed recently. It has displayed that the presence of the correlation between noises can change the properties of the stochastic processes. In this paper, a general effective Fokker–Planck equation (FPE) with correlated noises is derived. The stationary distributions and the moments of two kinetic models under two correlated noise sources are obtained. The effects of the interference of additive and multiplicative noises are analyzed.