On joint stationary probability density function of nonlinear dynamic systems (Q1265359)
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English | On joint stationary probability density function of nonlinear dynamic systems |
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On joint stationary probability density function of nonlinear dynamic systems (English)
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19 July 1999
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Two-dimensional diffusion processes with the drift vector \((x_2, g(x_1,x_2))\) and the diffusion matrix \(\left(\begin{smallmatrix} 0 & 0 \\ 0 & \sigma^2 \end{smallmatrix} \right)\) are considered. Conditions are investigated when the stationary probability density \(p(x_1,x_2)\) has the form \(p(x_1,x_2)= p_1(x_1) p_2(x_2)\). Some examples are discussed in detail.
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diffusion process
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Fokker-Planck equation
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stationary probability density
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