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Probability density evolution equation for solving finite-dimensional distributions of a stochastic process
C
J
DOI:10.1016/j.probengmech.2026.103970.png)
Abstract
En 中文
• Establishes new PDEs for stochastic process finite-dimensional distributions using conditional independence. • •Solve high-dimensional densities via Generalized Density Evolution Equations. • •Greatly reduces computational cost versus traditional high-dimensional schemes. • •Capture 2D and higher-order probability densities of stochastic dynamic responses.
Journal
IF:
3.5
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1.7K
Citations:
4.1K
