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EnglishAn extension of the path integral to non-linear systems driven by a Poissonian white noise process is presented. It is shown that at the limit when the time increment becomes infinitesimal the Kolmogorov- Feller equation is fully restored. Applications to linear and non-linear systems with different distribution of the Dirac's deltas occurrences are performed and results are compared with analytical solutions (when available) and Monte Carlo simulation.
| Titolo: | Non-linear Systems Under Poisson White Noise Handled by Path Integral Solution. |
| Autori: | |
| Data di pubblicazione: | 2008 |
| Rivista: | |
| Abstract: | An extension of the path integral to non-linear systems driven by a Poissonian white noise process is presented. It is shown that at the limit when the time increment becomes infinitesimal the Kolmogorov- Feller equation is fully restored. Applications to linear and non-linear systems with different distribution of the Dirac's deltas occurrences are performed and results are compared with analytical solutions (when available) and Monte Carlo simulation. |
| Handle: | http://hdl.handle.net/11570/1917412 |
| Appare nelle tipologie: | 14.a.1 Articolo su rivista |
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