6.7 Theorem 5.6 tells that we can form a stationary solution to the FPK equation in form of Equation (5.26) when the drift can be written as a gradient of a potential function. In case of a linear SDE dx = Fxdt + Ldß, what kinds of conditions does this imply for the matrix F ? Can you use this result to obtain a class of solutions to Equation (6.69)? 6.7 Ü Theorem 5.6 tells that we can form a stationary solution to the FPK equation in form of Equation (5.26) when the drift can be written as a gradient of a potential function. In case of a linear SDE dx = F x dt + L dß, what kinds of conditions does this imply for the matrix F? Can you use this result to obtain a class of solutions to Equation (6.69)?
6.7 Theorem 5.6 tells that we can form a stationary solution to the FPK equation in form of Equation (5.26) when the drift can be written as a gradient of a potential function. In case of a linear SDE dx = Fxdt + Ldß, what kinds of conditions does this imply for the matrix F ? Can you use this result to obtain a class of solutions to Equation (6.69)? 6.7 Ü Theorem 5.6 tells that we can form a stationary solution to the FPK equation in form of Equation (5.26) when the drift can be written as a gradient of a potential function. In case of a linear SDE dx = F x dt + L dß, what kinds of conditions does this imply for the matrix F? Can you use this result to obtain a class of solutions to Equation (6.69)?
Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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Transcribed Image Text:6.7 Theorem 5.6 tells that we can form a stationary solution to the FPK equation in form of Equation (5.26)
when the drift can be written as a gradient of a potential function. In case of a linear SDE dx = Fxdt + Ldß,
what kinds of conditions does this imply for the matrix F ? Can you use this result to obtain a class of
solutions to Equation (6.69)?
6.7
Ü
Theorem 5.6 tells that we can form a stationary solution to the FPK equation
in form of Equation (5.26) when the drift can be written as a gradient of a
potential function. In case of a linear SDE
dx = F x dt + L dß,
what kinds of conditions does this imply for the matrix F? Can you use this
result to obtain a class of solutions to Equation (6.69)?
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