THE SPECTRAL METHOD FOR SOLVING THE FOKKER-PLANCK-KOLMOGOROV EQUATION FOR STOCHASTIC CONTROL SYSTEM ANALYSIS

Author:

Semenov V.V.,Sotscova I.L.

Publisher

Elsevier

Reference9 articles.

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2. The iteretion solution of Kolmogorov equation in statistic dynamics of continuous systems;Krasovskii;DAN SSSR,1974

3. The operator iteration method of solving Fokker-Planck-Kolmogorov equation for dynamic systems;Malanin;Mechanical control systems, Irkutsk.,1982

4. Milov, L.T., and others. (1985). Models, algorithms and identification of complicated systems. Energoatomizdat, Leningrad.

5. Application of Markov process theory for a precission analysis of automatic systems;Pugachev;Izvestia AN SSSR. Energetika i avtomatika,1961

Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Spectral Method for Analysis of Diffusions and Jump Diffusions;Advances in Theory and Practice of Computational Mechanics;2020

2. Analysis of jump diffusion systems by spectral method;COMPUTATIONAL MECHANICS AND MODERN APPLIED SOFTWARE SYSTEMS (CMMASS’2019);2019

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