On the continuous approximation of the probability density and of the entropy functions for nonlinear stochastic dynamical systems

This paper deals with the problem of the continuous approximation of the probability density and of the entropy function of a large class of nonlinear stochastic systems with random initial conditions and parameters. The proposed method generalizes to the stochastic case a continuous approximation method proposed for deterministic nonlinear systems and provides an accurate quasi-analytic approximation continuous in time and in the state space.

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Year of publication:	1987
Authors:	Bonzani, I. ; Zavattaro, M.G. ; Bellomo, N.
Published in:	Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 29.1987, 3, p. 233-241
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010870526