Time dependence of moments of an exactly solvable Verhulst model under random perturbations ∗
نویسنده
چکیده
Explicit expressions for one point moments corresponding to stochas-tic Verhulst model driven by Markovian coloured dichotomous noise are presented. It is shown that the moments are the given functions of a decreasing exponent. The asymptotic behavior (for large time) of the moments is described by a single decreasing exponent.
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