On the continuous approximation of the probability density and of the entropy functions for nonlinear stochastic dynamical systems (Q579759): Difference between revisions
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Revision as of 22:13, 19 March 2024
scientific article
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| English | On the continuous approximation of the probability density and of the entropy functions for nonlinear stochastic dynamical systems |
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On the continuous approximation of the probability density and of the entropy functions for nonlinear stochastic dynamical systems (English)
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1987
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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.
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continuous approximation
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stochastic nonlinear systems
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quasilinear approximation
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