Approximate Fokker-Planck equation with colored Gaussian noise (original) (raw)

Physical Review A, 1989

Abstract

In a recent paper, Peacock-López, West, and Lindenberg [Phys. Rev. A 37, 3530 (1988)], starting from a formal path-integral expression, show that the differences between effective Fokker-Planck equations arise as a consequence of different approximations. In this Comment we show that a closed formula for the effective diffusion coefficient may be used to derive the different approximate expressions.

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