Abstract
In this chapter continuous time systems in the presence of noise are considered. This leads us to examine systems of stochastic differential equations and to a derivation of the forward Fokker-Planck equation, describing the evolution of densities for these systems. We close with some results concerning the asymptotic stability of solutions to the Fokker-Planck equation.
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© 1994 Springer Science+Business Media New York
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Lasota, A., Mackey, M.C. (1994). Stochastic Perturbation of Continuous Time Systems. In: Chaos, Fractals, and Noise. Applied Mathematical Sciences, vol 97. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-4286-4_11
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DOI: https://doi.org/10.1007/978-1-4612-4286-4_11
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4612-8723-0
Online ISBN: 978-1-4612-4286-4
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