scientific article; zbMATH DE number 3837848

MaRDI QIDQ3042936zbMATH OpenFDO

Authors Norbert Ahlbehrendt, Volker Kempe

Publication date 1984

zbMATH Keywords

averaging methodFokker-Planck equationfunctional seriesnonlinear stochastic systemsstatistical linearization

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58) Characteristic functions; other transforms (60E10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Characterization and structure theory of statistical distributions (62E10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01) Nonlinear systems in control theory (93C10) Stochastic systems in control theory (general) (93E03)

Cited in

(1)

• Approximate analysis of nonlinear stochastic differential equations using certain generalized quasi-moment functions

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