随机动力学中Di Paola和Falson公式的另一种表达
An alternative expression of Di Paola and Falson's formula for stochastic dynamics
摘要：
狄保拉和法尔松公式是研究泊松白噪声作用下非线性系统随机动力学的常用公式。在这个简短的交流中，提出了另一种表达方式。与Di Paola和Falsone的原表达式相比，新的表达式适用于更一般的条件，并在数值实现中表现出显著的性能改善。另一个表达式是Marcus积分的一个特例。
英文摘要：
Di Paola and Falsone's formula is widely used in studying stochastic dynamics of nonlinear systems under Poisson white noise. In this short communication, an alternative expression is presented. Compared to Di Paola and Falsone's original expression, the alternative one is applicable under more general condition, and shows significantly improved performance in numerical implementation. The alternative expression turns out to be a special case of the Marcus integrals.
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