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A unifying formulation of the Fokker–Planck–Kolmogorov equation for general stochastic hybrid systems

✍ Scribed by Julien Bect


Book ID
108216867
Publisher
Elsevier
Year
2010
Tongue
English
Weight
444 KB
Volume
4
Category
Article
ISSN
1751-570X

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The paper deals with the analysis of stochastic mechanical systems with one degree of freedom and proposes a simple procedure to obtain a representation of the dynamical response. In particular, approximate solution of the FPK equation is obtained for a system subjected to a stochastic force term. T