M. Vasta, EXACT STATIONARY SOLUTION FOR A CLASS OF NONLINEAR-SYSTEMS DRIVEN BY A NONNORMAL DELTA-CORRELATED PROCESS, International journal of non-linear mechanics, 30(4), 1995, pp. 407-418
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.