Direct derivation of corrective terms in SDE through nonlinear transformation on Fokker-Planck equation

Nonlinear Dynamics

Volumn 36, Issue 2-4, 2004, Pages 349-360

  Di Paola, Mario ^a   Pirrotta, Antonina ^a  

^a UNIVERSITY OF PALERMO   (Italy)

Author keywords

Fokker Planck equation; It 's calculus; Nonlinear transformations; Poisson input; Stochastic differential calculus

Indexed keywords

DIFFERENTIAL EQUATIONS; MATHEMATICAL TRANSFORMATIONS; PROBABILITY DENSITY FUNCTION; RANDOM PROCESSES; THEOREM PROVING; WHITE NOISE;

FOKKER-PLANK EQUATION; NONLINEAR TRANSFORMATIONS; POISSON INPUT; STOCHASTIC DIFFERENTIAL CALCULUS;

NONLINEAR SYSTEMS;

EID: 7544244854     PISSN: 0924090X     EISSN: None     Source Type: Journal    
DOI: 10.1023/B:NODY.0000045511.89550.57     Document Type: Article

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