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Probabilities of Large Deviations for Randomly Perturbed Dynamic Systems and Stochastic Stability

✍ Scribed by Freidlin, M. I.


Book ID
118228553
Publisher
Society for Industrial and Applied Mathematics
Year
1974
Tongue
English
Weight
781 KB
Volume
18
Category
Article
ISSN
0040-585X

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On the continuous approximation of the p
✍ I. Bonzani; M.G. Zavattaro; N. Bellomo πŸ“‚ Article πŸ“… 1987 πŸ› Elsevier Science 🌐 English βš– 595 KB

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