Stationary and stationarizable regimes in normal stochastic differential systems

Narrow-sense stationary regimes are considered for multi-dimensional non-linear systems described by Ito stochastic differential equations with Wiener processes. The conditions for the existence of stationary and stationarizable one-dimensional distributions are derived. Exact expressions are obtain...

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Bibliographic Details
Published in:Journal of applied mathematics and mechanics 1991, Vol.55 (6), p.771-780
Main Authors: Moshchuk, N.K., Sinitsyn, I.N.
Format: Article
Language:English
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Summary:Narrow-sense stationary regimes are considered for multi-dimensional non-linear systems described by Ito stochastic differential equations with Wiener processes. The conditions for the existence of stationary and stationarizable one-dimensional distributions are derived. Exact expressions are obtained for stationary distributions in some mechanical systems.
ISSN:0021-8928
0021-8928
DOI:10.1016/0021-8928(91)90129-I