International Journal of Mathematics and Mathematical Sciences
Volume 2004 (2004), Issue 65, Pages 3541-3563
Stochastic linearization of nonlinear point dissipative systems
Department of Mathematical Sciences, Clemson University, Clemson 29634-0975, SC, USA
Received 15 January 2003
Copyright © 2004 James A. Reneke. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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.