Stochastic perturbation of a cubic anharmonic oscillator
Work
Year: 2021
Type: article
Abstract: <p style='text-indent:20px;'>We perturb with an additive noise the Hamiltonian system associated to a cubic anharmonic oscillator. This gives rise to a system of stochastic differential equation... more
Authors Enrico Bernardi, Alberto Lanconelli
Institution University of Bologna
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Subfield: Finance
Domain: Social Sciences
Open Access status: gold