Tuesday, February 14, 2012

1202.2565 (Xu Sun et al.)

An alternative expression of Di Paola and Falson's formula for
stochastic dynamics

Xu Sun, Jinqiao Duan, Xiaofan Li
Di Paola and Falsone's formula is widely used in studying stochastic dynamics
of nonlinear systems under Poisson white noise. In this short communication, an
alternative expression is presented. Compared to Di Paola and Falsone's
original expression, the alternative one is applicable under more general
condition, and shows significantly improved performance in numerical
implementation. The alternative expression turns out to be a special case of
the Marcus integrals.
View original: http://arxiv.org/abs/1202.2565

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