AN ENTROPY-MINIMUM ASPECT OF THE EQUIVALENT LINEARIZATION OF A NON-LINEAR STOCHASTIC DIFFERENTIAL-EQUATION

被引:3
作者
ITO, H
机构
来源
PROGRESS OF THEORETICAL PHYSICS | 1981年 / 66卷 / 01期
关键词
D O I
10.1143/PTP.66.337
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
引用
收藏
页码:337 / 339
页数:3
相关论文
共 15 条
[1]   NEW LOOK AT STATISTICAL-MODEL IDENTIFICATION [J].
AKAIKE, H .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1974, AC19 (06) :716-723
[2]  
BACH A, 1978, PHYS LETT A, V68, P15
[3]   STUDIES IN NONLINEAR STOCHASTIC-PROCESSES .1. APPROXIMATE SOLUTIONS OF NONLINEAR STOCHASTIC DIFFERENTIAL-EQUATIONS BY METHOD OF STATISTICAL LINEARIZATION [J].
BUDGOR, AB .
JOURNAL OF STATISTICAL PHYSICS, 1976, 15 (05) :355-374
[4]   STUDIES IN NONLINEAR STOCHASTIC-PROCESSES .2. DUFFING OSCILLATOR REVISITED [J].
BUDGOR, AB ;
LINDENBERG, K ;
SHULER, KE .
JOURNAL OF STATISTICAL PHYSICS, 1976, 15 (05) :375-391
[5]  
Caughey T, 1971, ADV APPL MECH, V11, P209, DOI DOI 10.1016/S0065-2156(08)70343-0
[6]   EQUIVALENT LINEARIZATION TECHNIQUES [J].
CAUGHEY, TK .
JOURNAL OF THE ACOUSTICAL SOCIETY OF AMERICA, 1963, 35 (11) :1706-+
[7]   ONSAGER-MACHLUP FUNCTION AS LAGRANGIAN FOR MOST PROBABLE PATH OF A DIFFUSION PROCESS [J].
DURR, D ;
BACH, A .
COMMUNICATIONS IN MATHEMATICAL PHYSICS, 1978, 60 (02) :153-170
[8]  
FRIEDMANN AV, 1975, STOCHASTIC DIFFERENT, pCH7
[9]  
Gel'fand I. M., 1957, USP MAT NAUK, V12, p[3, 199]
[10]   PROBABILISTIC CONSTRUCTION OF LAGRANGEAN OF DIFFUSION PROCESS AND ITS APPLICATION [J].
ITO, H .
PROGRESS OF THEORETICAL PHYSICS, 1978, 59 (03) :725-741