Carleman linearization and moment equations of nonlinear stochastic equations†

DOI10.1080/17442508308833248zbMath0508.60053OpenAlexW2034269792MaRDI QIDQ4746600

Wing Shing Wong

Publication date: 1983

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508308833248

zbMATH Keywords

evolution equationmoment equationsCarleman linearizationnonlinear Ito equationsperturbation theorem involving Ovcyannikov operators

Mathematics Subject Classification ID

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

Related Items

Moment propagation of polynomial systems through Carleman linearization for probabilistic safety analysis, Carleman transformation and Ovcyannikov-Treves operators

Cites Work

• Volterra series and geometric control theory
• Estimating the domain of attraction of nonlinear feedback systems
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