Titlebook: Probabilistic Methods in Applied Physics; Paul Krée,Walter Wedig Conference proceedings 1995 Springer-Verlag Berlin Heidelberg 1995 Fokker

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Exact steady-state solution of FKP equation in higher dimension for a class of non linear Hamiltonian dissipative dynamical systems excited by Gaussian white noise,ric excitation can be taken into account. When the Hamiltonian function has a radial form, an explicit expression of the Fourier transform of the probability density function is obtained. In this case, for any finite dimension of the system, one can easily calculate any moments of random variables, by using this characteristic function.

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0075-8450 in scientific computation and simulation techniques. .In particular the volume covers: simulation, stability theory, Lyapounov exponents, stochastic modelling, statistics on trajectories, parametric stochastic control, Fokker Planck equations, and Wiener filtering.978-3-662-14006-2978-3-540-44725-2Series ISSN 0075-8450 Series E-ISSN 1616-6361

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