most citedDerivation of Fokker-Planck equations for stochastic dynamical systems under excitation of multiplicative non-Gaussian white noise

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math.DS2014★ 1 cited

Derivation of Fokker-Planck equations for stochastic dynamical systems under excitation of multiplicative non-Gaussian white noise

Xu Sun, Jinqiao Duan, Xiaofan Li +3

Fokker-Planck equations describe time evolution of probability densities of stochastic dynamical systems and play an important role in quantifying propagation and evolution of unce…