An Entropy-Minimum Aspect of the Equivalent Linearization of a Nonlinear Stochastic Differential Equation

DOI10.1143/PTP.66.337zbMath1013.60501OpenAlexW2041170723WikidataQ115244395 ScholiaQ115244395MaRDI QIDQ2750378

Hidemi Ito

Publication date: 18 October 2001

Published in: Progress of Theoretical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1143/ptp.66.337

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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