Averaging in Stochastic Systems,

Abstract

The article explores the application of Ko Kolmogorov-Fokker-Planck (KFP) equations to the study of random processes in non-linear oscillating systems. The essence of the method is the use of the averaging principle. The system is a Markov, and tne KFP equations for the derivatives of probabilities are derived. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jan 29, 1973
Accession Number
AD0763588

Entities

People

  • J. A. Mitropolskii
  • V. G. Kolomiets

Organizations

  • United States Army Foreign Science and Technology Center

Tags

DTIC Thesaurus Topics

  • Equations
  • Probability

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Battery Technology and Engineering
  • Mathematical Modeling and Probability Theory.