摘要
为了确定Ito随机微分方程所描述系统的概率特性,给出了利用Fokker-Plank方程和Ito微分法变换求解解过程密度函数方法.
To determine the probability characteristics of system described by Ito stochastic differential equation, this paper gives two approaches to solution process probability density frunction. The first method uses Fokker -Plank equation. Another method applies Ito differential.
出处
《哈尔滨理工大学学报》
CAS
2003年第2期113-115,共3页
Journal of Harbin University of Science and Technology
