International Journal of Mathematics and Mathematical Sciences
Volume 2004 (2004), Issue 65-68, Pages 3541-3563
doi:10.1155/S0161171204301225

Stochastic linearization of nonlinear point dissipative systems

Abstract

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.