Pages that link to "Item:Q2205392"

The following pages link to A novel method based on augmented Markov vector process for the time-variant extreme value distribution of stochastic dynamical systems enforced by Poisson white noise (Q2205392):

Displayed 4 items.

• Closed-form solutions for the probability distribution of time-variant maximal value processes for some classes of Markov processes (Q2025535) ‎ (← links)
• Dynamic statistical responses of gear drive based on improved stochastic iteration method (Q2109588) ‎ (← links)
• Transition path properties for one-dimensional systems driven by Poisson white noise (Q2128123) ‎ (← links)
• A new approach for time-variant probability density function of the maximal value of stochastic dynamical systems (Q2194342) ‎ (← links)