A description of stochastic systems using chaotic maps
2004 ◽
Vol 2004
(2)
◽
pp. 137-141
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Keyword(s):
Let ρ(x,t) denote a family of probability density functions parameterized by time t. We show the existence of a family {τ1:t>0} of deterministic nonlinear (chaotic) point transformations whose invariant probability density functions are precisely ρ(x,t). In particular, we are interested in the densities that arise from the diffusions. We derive a partial differential equation whose solution yields the family of chaotic maps whose density functions are precisely those of the diffusion.
2008 ◽
Vol 18
(07)
◽
pp. 2059-2061
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1967 ◽
Vol 47
(12)
◽
pp. 5450-5451
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2017 ◽
Vol 2
(1)
◽
pp. 213-224
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2014 ◽
Vol 16
(37)
◽
pp. 20184-20189
◽
1999 ◽
Vol 44
(11)
◽
pp. 2103-2107
◽