摘要:

Differential equations for the moments of a system with generalized Poisson parameters are derived by finding the rate of change of the expected value of an arbitrary function of the state variables. Results are very similar to the equations for the moments of tin Ito stochastic differential equation.

ISSN:0020-7179    

DOI:10.1080/00207176808905695

出版商:Taylor & Francis Group    

年代:1968

数据来源: Taylor

ISSN:0020-7179    

DOI:10.1080/00207176808905696

出版商:Taylor & Francis Group    

年代:1968

数据来源: Taylor