随机间断性噪声驱动系统的几率密度精确方程及其存在条件

Exact Equation and the Existing Condition for the Probability Density of Systems Driven by Randomly Interrupted Noises

讨论随机间断性噪声驱动系统，得到几率密度满足的积分微分方程．研究表明，该方程在一定条件下可转化为偏微分方程．给出了这一条件，并发现一些重要的物理系统满足该条件．

Systems driven by randomly interrupted noises are discussed in this paper. A integrodifferential equation is deduced for the probability density of these systems. It is shown that this integrodifferential equation can be converted to a partial differential equation under a certain condition which is given and can be satisfied by some important physical systems.