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ON STATIONARY DISTRIBUTIONS IN NONLINEAR STOCHASTIC DIFFERENTIAL-SYSTEMS
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UNSPECIFIED (1991) ON STATIONARY DISTRIBUTIONS IN NONLINEAR STOCHASTIC DIFFERENTIAL-SYSTEMS. QUARTERLY JOURNAL OF MECHANICS AND APPLIED MATHEMATICS, 44 (Part 4). pp. 571-579. ISSN 0033-5614.
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Abstract
The paper deals with finding stationary distributions in normal stochastic (Ito) systems. The stochastic excitation of the system of ordinary differential equations with invariant measure is considered and sufficient conditions for the existence of strictly stationary solutions are obtained. In that case the one-dimensional density simply coincides with the density of the invariant measure of the unexcited system. As an example, natural nonholonomic Chaplygin systems subjected to potential and dissipation forces with stochastic instability of constraints are considered.
| Item Type: | Journal Article | ||||
|---|---|---|---|---|---|
| Subjects: | Q Science > QA Mathematics T Technology > TJ Mechanical engineering and machinery |
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| Journal or Publication Title: | QUARTERLY JOURNAL OF MECHANICS AND APPLIED MATHEMATICS | ||||
| Publisher: | OXFORD UNIV PRESS UNITED KINGDOM | ||||
| ISSN: | 0033-5614 | ||||
| Official Date: | November 1991 | ||||
| Dates: |
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| Volume: | 44 | ||||
| Number: | Part 4 | ||||
| Number of Pages: | 9 | ||||
| Page Range: | pp. 571-579 | ||||
| Publication Status: | Published |
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