Non-linear systems under Levy White Noise Handled by path integration method

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Aim of this paper is an investigation on the consistency of the Path Integration (PI) methodalready proposed by Naess & Johansen, 1991,1993 for non-linear systems driven by α-stable white noise. It isshown that in the limit, as τ→0, the Einstein-Smoluchowsky (ES) equation is fully restored. Once the consistencyof the PI is demonstrated for the half oscillator, then the extension of the ES equation for MDOF systemis found starting from the PI method.
Lingua originaleEnglish
Numero di pagine6
Stato di pubblicazionePublished - 2009


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