Generalizations and extensions of the Fokker- Planck-Kolmogorov equations

DOI10.1109/TIT.1967.1053955zbMATH Open0154.42401OpenAlexW2166800934WikidataQ56784424 ScholiaQ56784424MaRDI QIDQ5535441FDOQ5535441

R. F. Pawula

Publication date: 1967

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.1967.1053955

zbMATH Keywords

probability theory

Cited In (24)

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• Methods of nonlinear random vibration analysis.
• The transition probability density function of the low-pass filtered random telegraph signal†
• Bayesian approach to distributed-parameter filtering and smoothing†
• Statistical geometry of the smoothed random telegraph signal†
• Hybrid master equation for jump-diffusion approximation of biomolecular reaction networks
• Statistical properties of the asymmetric random telegraph signal, with applications to single-channel analysis
• Nonlinear distributed-parameter filtering using the Fokker-Planck equation approach
• Stochastic Models of Neural Synaptic Plasticity: A Scaling Approach
• Shot noise, weak convergence and diffusion approximations
• Definiteness of certain differential operators obtained via moment expansion of non‐negative functions

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