一类Markov过程的最大绝对值过程概率密度求解的新方法1)
陈建兵(
),律梦泽
),律梦泽
A NEW METHOD FOR THE PROBABILITY DENSITY OF MAXIMUM ABSOLUTE VALUE OF A MARKOV PROCESS1)
Chen Jianbing(),Lü Mengze
),Lü Mengze
图6. 一维非线性标量扩散过程$X\left( t \right)$的概率密度数值结果与稳态解析解的对比
Fig. 6. The comparison between the numerical and analytical solution of PDF of a one-dimensional non-linear scalar diffusion process $X(t)$
