On exact solutions to the Kolmogorov-Feller equation

被引：4
|
作者：
Rudenko, O. V. [1 ,2 ,3 ,4 ]
Dubkov, A. A. [2 ]
Gurbatov, S. N. [2 ]
机构：
[1] Moscow MV Lomonosov State Univ, Fac Phys, Moscow 119991, Russia
[2] Nizhnii Novgorod State Univ, Pr Gagarina 23, Nizhnii Novgorod 603950, Russia
[3] Russian Acad Sci, Prokhorov Gen Phys Inst, Ul Vavilova 38, Moscow 119991, Russia
[4] Russian Acad Sci, Schmidt Inst Phys Earth, Ul Bolshaya Gruzinskaya 10, Moscow 123810, Russia
来源：
DOKLADY MATHEMATICS | 2016年 / 94卷 / 01期
基金：
俄罗斯科学基金会;
关键词：
DRIVEN; NOISE;
D O I：
10.1134/S1064562416040219
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
The integrodifferential Kolmogorov-Feller equation describing the stochastic dynamics of a system subjected to a regular "force" and a random external disturbance in the form of short pulses with random "amplitudes" and occurrence times is considered. The equation is written in differential form. A method for finding the regular force from a given stationary probability distribution is described. The method is illustrated by examples.
引用
收藏
页码：476 / 479
页数：4
相关论文
共 50 条
12345