Stochastic averaging of oscillators excited by colored Gaussian processes (Q1341605)

The method of stochastic averaging has been developed and applied in the past mainly based on Stratonovich-Khasminskii theorem. We examine in this paper the application of this method in the case of arbitrary colored excitations, which can be considered as the output of multidimensional linear filters to white Gaussian noise. The method used is based on a perturbation theoretic approach to the Fokker-Planck-Kolmogorov equation which governs the response probability density function.