Truncation and preservation of moment properties for Fokker-Planck moment equations

DOI10.1016/0022-247X(70)90275-1zbMath0207.40002OpenAlexW1983668893MaRDI QIDQ2543223

Ralph M. Wilcox, Richard Bellman

Publication date: 1970

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(70)90275-1

Mathematics Subject Classification ID

Diffusion processes (60J60) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (7)

On closure methods in nonlinear stochastic dynamics ⋮ Algorithms for integration of stochastic differential equations using parallel optimized sampling in the Stratonovich calculus ⋮ Stochastic replicator dynamics: a theoretical analysis and an experimental assessment ⋮ Methods of nonlinear random vibration analysis. ⋮ Transition density of phase error in a nonlinear tracking system ⋮ Moment equation methods for nonlinear stochastic systems ⋮ Infinite systems of ordinary differential equations with unbounded coefficients and moment problems

Cites Work

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• On the approximate moment equations of a nonlinear stochastic differential equation
• Closure and preservation of moment properties
• Linear Systems with Stochastic Coefficients†

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