On the continuous approximation of the p
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I. Bonzani; M.G. Zavattaro; N. Bellomo
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Article
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1987
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Elsevier Science
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English
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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 m