NUMERICAL-SOLUTION OF ITO INTEGRAL-EQUATIONS

被引：73

作者：

RAO, NJ

BORWANKAR, JD

RAMKRISHNA, D

机构：

[1] INDIAN INST TECHNOL, DEPT ELECT ENGN, KANPUR 208016, UTTAR PRADESH, INDIA

[2] INDIAN INST TECHNOL, DEPT CHEM ENGN, KANPUR 208016, UTTAR PRADESH, INDIA

[3] INDIAN INST TECHNOL, DEPT MATH, KANPUR 208016, UTTAR PRADESH, INDIA

来源：

SIAM JOURNAL ON CONTROL | 1974年 / 12卷 / 01期

关键词：

D O I：

10.1137/0312011

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：124 / 139

页数：16

共 10 条

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GRAEFE, PWU .

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[8] ANALYSIS OF NONLINEAR STOCHASTIC SYSTEMS BY MEANS OF FOKKER-PLANCK EQUATION [J].

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INTERNATIONAL JOURNAL OF CONTROL, 1969, 9 (06) :603-+

[9]

ITO K, 1960, LECTURES STOCHASTIC

[10]

RAO NJ, 1972, THESIS INDIAN I TECH

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