Cubification of \(\sigma \pi \)-SDE and exact moment equations

DOI10.1016/j.sysconle.2019.104602zbMath1433.93048OpenAlexW2997944320MaRDI QIDQ2303957

Francesco Carravetta, Alessandro Borri, Pasquale Palumbo

Publication date: 6 March 2020

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10281/257024

zbMATH Keywords

stochastic differential equationsmoments closuremoments equations\( \sigma \pi \)-functionsexact cubificationexact quadratization

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03) Control/observation systems governed by ordinary differential equations (93C15) Systems biology, networks (92C42)

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