EXPONENTIAL–POLYNOMIAL CLOSURE METHOD FOR SOLVING TRUNCATED KOLMOGOROV–FELLER EQUATION

DOI10.1142/S021987621240018XzbMath1359.60057OpenAlexW2135294490MaRDI QIDQ2971725

KunPang Kou, Guo-Kang Er, HaiTao Zhu, Vai Pan Iu

Publication date: 7 April 2017

Published in: International Journal of Computational Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s021987621240018x

zbMATH Keywords

stochastic processnonlinearprobability density functionPoisson impulse

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35)

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