On joint stationary probability density function of nonlinear dynamic systems

DOI10.1007/BF01187041zbMath0917.60074MaRDI QIDQ1265359

K. Appert

Publication date: 19 July 1999

Published in: Acta Mechanica (Search for Journal in Brave)

zbMATH Keywords

Fokker-Planck equationdiffusion processstationary probability density

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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Probabilistic solution of a multi-degree-of-freedom Duffing system under nonzero mean Poisson impulses, A stochastic two species competition model: nonequilibrium fluctuation and stability

Cites Work

• The exact steady-state solution of a class of nonlinear stochastic systems
• Random differential equations in science and engineering
• EXACT STATIONARY PROBABILITY DENSITY FOR SECOND ORDER NON-LINEAR SYSTEMS UNDER EXTERNAL WHITE NOISE EXCITATION