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MARIO DI PAOLA

Non-linear Systems Under Poisson White Noise Handled by Path Integral Solution

  • Autori: Di Paola, M; Santoro, R
  • Anno di pubblicazione: 2008
  • Tipologia: Articolo in rivista (Articolo in rivista)
  • Parole Chiave: Poisson White Noise, Kolmogorov-Feller equation, Path integral solution.
  • OA Link: http://hdl.handle.net/10447/43482

Abstract

In this paper the extension of the Path Integral to non-linear systems driven by Poissonian White Noise process is presented. It is shown that at the limit when the time increment becomes infinitesimal the Kolmogorov-Feller equation is fully restored. Applications to linear and non-linear systems with different distribution of the Dirac’s deltas occurrences are performed and results are compared with analytical solution (when available) and Monte-Carlo simulation.