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MARIO DI PAOLA

Direct derivation of corrective terms in SDE through nonlinear transformation on Fokker–Planck equation

  • Authors: DI PAOLA M; PIRROTTA A
  • Publication year: 2004
  • Type: Articolo in rivista (Articolo in rivista)
  • Key words: Fokker-Planck equation; Itô's calculus; Nonlinear transformations; Poisson input; Stochastic differential calculus
  • OA Link: http://hdl.handle.net/10447/4561