Stochastic linearization of nonlinear point dissipative systems

James A. Reneke
2004 International Journal of Mathematics and Mathematical Sciences  
Stochastic linearization produces a linear system with the same covariance kernel as the original nonlinear system. The method passes from factorization of finite-dimensional covariance kernels through convergence results to the final input/output operator representation of the linear system.
doi:10.1155/s0161171204301225 fatcat:gd5wtwhqirbedcc57qg34yi7gi