A closed form approximation and error quantification for the response transition probability density function of a class of stochastic differential equations
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DOI: 10.1016/j.probengmech.2017.07.005
Abstract: Abstract A closed-form analytical approximation is derived for the response transition probability density function (PDF) of a certain class of stochastic differential equations with constant drift and nonlinear diffusion coefficients. This is done by resorting… read more here.
Keywords: response; approximation; probability density; transition probability ... See more keywords