Evolution of a simple dynamical system in a random field

M. Kh. Kharrasov

Bashkir State University

Abstract: The solution of the Fokker–Planck equation for a nonlinear dynamical system is considered in the framework of perturbation theory. On the basis of uniform estimates, we find a condition for the applicability of the Gaussian approximation of solutions in the neighborhood of an asymptotically stable point of a deterministic system.

Received: 13.01.1991
Revised: 11.05.1993

 English version: Theoretical and Mathematical Physics, 1993, 97:3, 1382–1385

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