A new approach for time-variant probability density function of the maximal value of stochastic dynamical systems
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Cited in
(3)- Closed-form solutions for the probability distribution of time-variant maximal value processes for some classes of Markov processes
- 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
- A decoupled approach for determination of the joint probability density function of a high-dimensional nonlinear stochastic dynamical system via the probability density evolution method
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