Prediction of the stochastic behaviour of nonlinear systems by deterministic models as a classical time-passage probabilistic problem
Assuming that the behaviour of a nonlinear stochastic system can be described by a Markovian diffusion approximation and that the evolution equations can be reduced to a system of ordinary differential equations, a method for the calculation of prediction time is developed. In this approach, the pre...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Copernicus Publications
1994-01-01
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| Series: | Nonlinear Processes in Geophysics |
| Online Access: | http://www.nonlin-processes-geophys.net/1/224/1994/npg-1-224-1994.pdf |