Diffusion approximations to output processes of nonlinear systems with wide-band inputs and applications
- 1 November 1980
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Information Theory
- Vol. 26 (6) , 715-725
- https://doi.org/10.1109/tit.1980.1056263
Abstract
No abstract availableKeywords
This publication has 12 references indexed in Scilit:
- Approximation of solutions to differential equations with random inputs by diffusion processesPublished by Springer Nature ,2005
- Analysis of nonlinear stochastic systems with wide-band inputsIEEE Transactions on Automatic Control, 1980
- Jump-Diffusion Approximations for Ordinary Differential Equations with Wide-Band Random Right Hand SidesSIAM Journal on Control and Optimization, 1979
- Adaptive arrays—An introductionProceedings of the IEEE, 1976
- Semigroups of Conditioned Shifts and Approximation of Markov ProcessesThe Annals of Probability, 1975
- Asymptotic theory of mixing stochastic ordinary differential equationsCommunications on Pure and Applied Mathematics, 1974
- Control-Loop Noise in Adaptive Array AntennasIEEE Transactions on Aerospace and Electronic Systems, 1971
- A Limit Theorem for the Solutions of Differential Equations with Random Right-Hand SidesTheory of Probability and Its Applications, 1966
- On the Convergence of Ordinary Integrals to Stochastic IntegralsThe Annals of Mathematical Statistics, 1965
- On the relation between ordinary and stochastic differential equationsInternational Journal of Engineering Science, 1965