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Time evolution and fluctuations of the probability density and entropy function for a class of nonlinear stochastic systems in mathematical physics

โœ Scribed by N. Bellomo; R. Riganti


Book ID
108020164
Publisher
Elsevier Science
Year
1986
Tongue
English
Weight
648 KB
Volume
12
Category
Article
ISSN
0898-1221

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The time evolution of dynamical systems with random initial conditions is considered, by deriving the n th order probability density of the stochastic process which describes the response of the system, and the entropy function related to the said distibution. A constructive theorem is proved, which

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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