Non-linear Systems Under Poisson White Noise Handled by Path Integral Solution

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26 Citazioni (Scopus)


In this paper the extension of the Path Integral to non-linear systems driven by Poissonian White Noise process is presented. It is shown that at the limit when the time increment becomes infinitesimal the Kolmogorov-Feller equation is fully restored. Applications to linear and non-linear systems with different distribution of the Dirac’s deltas occurrences are performed and results are compared with analytical solution (when available) and Monte-Carlo simulation.
Lingua originaleEnglish
pagine (da-a)35-49
Numero di pagine15
Stato di pubblicazionePublished - 2008

All Science Journal Classification (ASJC) codes

  • Automotive Engineering
  • Materials Science(all)
  • Aerospace Engineering
  • Mechanics of Materials
  • Mechanical Engineering

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