A sequence solution to the Fokker-Planck equation
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Publication:5680839
DOI10.1109/TIT.1973.1054977zbMath0264.60040MaRDI QIDQ5680839
Publication date: 1973
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Continuous-time Markov processes on general state spaces (60J25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications to the sciences (65Z05)
Related Items (3)
Determination of the stationary state densities of the stochastic nonlinear dynamical systems ⋮ Methods of nonlinear random vibration analysis. ⋮ Transition density of phase error in a nonlinear tracking system
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