Stochastic systems with cross-correlated Gaussian white noises

doi:10.1088/1674-1056/19/11/116401

Abstract This paper theoretically investigates three stochastic systems with cross-correlation Gaussian white noises. Both steady state properties of the stochastic nonlinear systems and the nonequilibrium transitions induced by the cross-correlated noises are studied. The stationary solutions of the Fokker-Planck equation for three specific examples are analysed. It is shown explicitly that the cross-correlation of white noises can induce nonequilibrium transitions.

Keywords: phase transitions fluctuation phenomenon stochastic processes

Received: 27 November 2009
Revised: 24 May 2010
Accepted manuscript online:

PACS:	02.50.Ey	(Stochastic processes)
	05.40.Ca	(Noise)

Fund: Project supported by the Fund for Less Developed Regions of the National Natural Science Foundation of China (Grant No. 10864009) and the Natural Science Foundation of Yunnan Province, China (Grant No. 2008CD109).

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Wang Cheng-Yu(王成玉), Gao Yun(高云), Song Yu-Min(宋玉敏), Zhou Peng(周鹏), and Yang Hai(杨海) Stochastic systems with cross-correlated Gaussian white noises 2010 Chin. Phys. B 19 116401

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