New partial differential equations governing the joint, response–excitation, probability distributions of nonlinear systems, under general stochastic excitation
Keywords: مشخصه عملکردی; Stochastic dynamics; Stochastic differential equations; Functional Differential equations; Correlated stochastic excitation; Generalized Fokker–Planck–Kolmogorov equation; Non-Markovian responses; Characteristic functional; Kernel density functions