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Keywords: Fokker-Planck equation
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Journal Articles
Publisher: ASME
Article Type: Technical Papers
J. Offshore Mech. Arct. Eng. May 2005, 127(2): 83–95.
Published Online: May 27, 2005
... to the associated Fokker-Planck equation (FPE) by the path integral solution 12 13 14 . A general nonlinear stochastic system can be written as (6) X ˙ = F X + G X η t where X = [ x 1 , x 2 , … , x N ] T , F X , t = [ F 1 , F 2...