James A. Reneke, "Stochastic linearization of nonlinear point dissipative systems", International Journal of Mathematics and Mathematical Sciences, vol. 2004, Article ID 423058, 23 pages, 2004. https://doi.org/10.1155/S0161171204301225
Stochastic linearization of nonlinear point dissipative systems
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.
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