An alternative expression of Di Paola and Falson's formula for stochastic dynamics

Details An alternative expression of Di Paola and Falson's formula for stochastic dynamics An alternative expression of Di Paola and Falson's formula for stochastic dynamics

2012-02-12

arxiv.org/abs/1202.2565v1

Mathematics

Dynamical Systems

12 pages, 2 figures

Scientific paper

Di Paola and Falsone's formula is widely used in studying stochastic dynamics of nonlinear systems under Poisson white noise. In this short communication, an alternative expression is presented. Compared to Di Paola and Falsone's original expression, the alternative one is applicable under more general condition, and shows significantly improved performance in numerical implementation. The alternative expression turns out to be a special case of the Marcus integrals.

Affiliated with

Also associated with

No associations

Rating

An alternative expression of Di Paola and Falson's formula for stochastic dynamics does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with An alternative expression of Di Paola and Falson's formula for stochastic dynamics, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and An alternative expression of Di Paola and Falson's formula for stochastic dynamics will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-680312