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Estimation of time-variant system reliability of nonlinear randomly excited systems based on the Girsanov transformation with state-dependent controls - MaRDI portal

Estimation of time-variant system reliability of nonlinear randomly excited systems based on the Girsanov transformation with state-dependent controls (Q784100)

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scientific article; zbMATH DE number 7228282
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English
Estimation of time-variant system reliability of nonlinear randomly excited systems based on the Girsanov transformation with state-dependent controls
scientific article; zbMATH DE number 7228282

    Statements

    Estimation of time-variant system reliability of nonlinear randomly excited systems based on the Girsanov transformation with state-dependent controls (English)
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    5 August 2020
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    time-variant system reliability
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    Monte Carlo simulation
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    importance sampling
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    Girsanov's transformation
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