EXACT STATIONARY SOLUTION FOR A CLASS OF NONLINEAR-SYSTEMS DRIVEN BY A NONNORMAL DELTA-CORRELATED PROCESS

In this paper the exact stationary solution in terms of probability de nsity function for a restricted class of non-linear systems under both external and parametric non-normal delta-correlated processes is pres ented. This class has been obtained by imposing a given probability di stribution and finding the corresponding dynamical system which satisf ies the modified Fokker-Planck equation. The effectiveness of the resu lts has been verified by means of a Monte Carlo simulation.