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Solution of the Fokker-Planck-Kolmogorov equation for nonautonomous systems subjected to periodic and random disturbances

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Literature cited

  1. Yu. A. Mitropol'skii and V. G. Kolomiets, “Use of asymptotic methods in stochastic systems,” in: Approximate Methods of Investigation of Nonlinear Systems, Institute of Mathematics of the Academy of Sciences of the Ukr. SSR, Kiev (1976), pp. 102–145.

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  2. Nguyen Dong An, “On analyzing the FPK equations by the method of Mac Laurin series expansion in a cyclic variable,” Mekhanika, No. 1/2, Hanoi, Vietnam (1979).

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Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 34, No. 4, pp. 525–528, July–August, 1982.

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An, N.D. Solution of the Fokker-Planck-Kolmogorov equation for nonautonomous systems subjected to periodic and random disturbances. Ukr Math J 34, 429–431 (1982). https://doi.org/10.1007/BF01091607

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  • DOI: https://doi.org/10.1007/BF01091607

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