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

✍ Scribed by I. Bonzani; M.G. Zavattaro; N. Bellomo

Publisher: Elsevier Science
Year: 1987
Tongue: English
Weight: 595 KB
Volume: 29
Category: Article
ISSN: 0378-4754
DOI: 10.1016/0378-4754(87)90133-9

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✦ Synopsis

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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