On the continuous approximation of the probability density and of the entropy functions for nonlinear stochastic dynamical systems
type: Item
instance of: scholarly article
title: On the continuous approximation of the probability density and of the entropy functions for nonlinear stochastic dynamical systems
zbMATH Open document ID: 0625.60074
DOI: 10.1016/0378-4754(87)90133-9
author: M. G. Zavattaro
author: N. Bellomo
author: Ida Bonzani
published in: Mathematics and Computers in Simulation
publication date: 1987-01-01T00:00:00Z
review text: This paper deals with the problem of continuous approximation of the probability density and the entropy function of a large class of stochastic nonlinear systems with random initial conditions and parameters. The proposed method generalizes to the stochastic case a continuous approximation method proposed for deterministic nonlinear systems and it provides an accurate quasilinear approximation which is continuous in time and in the state space.
Mathematics Subject Classification ID: 60H99
zbMATH DE Number: 4015854
zbMATH Keywords: continuous approximation
zbMATH Keywords: stochastic nonlinear systems
zbMATH Keywords: quasilinear approximation
MaRDI profile type: Publication
full work available at URL: 0378-4754(87)90133-9
OpenAlex ID: W2042592251
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description: scientific article; zbMATH DE number 4015854