A sequence solution to the Fokker-Planck equation

DOI10.1109/TIT.1973.1054977MaRDI QIDQ5680839zbMATH OpenFDO

Authors William W. Mayfield

Publication date 1973

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TIT.1973.1054977

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Continuous-time Markov processes on general state spaces (60J25) Applications to the sciences (65Z05)

Cited in

(3)

• Transition density of phase error in a nonlinear tracking system
• Determination of the stationary state densities of the stochastic nonlinear dynamical systems
• Methods of nonlinear random vibration analysis.

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