Approximate solution of the Fokker–Planck–Kolmogorov equation
作者： M. Di Paola , A. Sofi
DOI: 10.1016/S0266-8920(02)00034-6
关键词: Multiplicative function 、 Probability density function 、 White noise 、 Mathematical physics 、 Mathematics 、 Multiplicative noise 、 Gaussian noise 、 Weighting 、 Fokker–Planck equation 、 Applied mathematics 、 Nonlinear system
摘要: … The Kolmogorov forward and backward equations, ruling the state transition PDF of the response, are parabolic partial differential equations … : the iterative procedure based on the …
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