Approximate Gaussian representation of evolution equations. I: Single degree of freedom nonlinear equations

DOI10.1007/BF01009681zbMath0588.60053OpenAlexW2040931736MaRDI QIDQ1073451

Katja Lindenberg, Galina Rovner, Bruce J. West

Publication date: 1983

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01009681

zbMATH Keywords

dissipative systemsapproximation techniquenonstationary phenomenaoptimal Gaussian representation with time-dependent parameters

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35)

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