The fokker-planck-kolmogorov equation in the analysis of nonlinear feedback stochastic systems

  • Christopher J. Harris
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 294)


Stochastic Differential Equation Wiener Process Moment Equation Vector Process Conditional Probability Density Function 
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Copyright information

© Springer-Verlag 1972

Authors and Affiliations

  • Christopher J. Harris
    • 1
  1. 1.Department of Electronic EngineeringUniversity of HullEngland

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