Computation of functionals over discontinuous sample paths of a stochastic van der Pol oscillator

DOI10.1016/0020-7462(77)90006-3zbMath0397.70024OpenAlexW1968697018MaRDI QIDQ1253945

Menahem Friedman, Yaakov Yavin

Publication date: 1977

Published in: International Journal of Non-Linear Mechanics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0020-7462(77)90006-3

zbMATH Keywords

Homogeneous ProcessRandom Van Der Pol OscillatorStandard Wiener ProcessStochastic Stability

Mathematics Subject Classification ID

Random vibrations in mechanics of particles and systems (70L05) Stochastic stability in control theory (93E15)

Related Items (2)

Numerical studies of the performance of an optimally controlled nonlinear stochastic oscillator ⋮ On the numerical solution of two coupled nonlinear partial integro- differential equations related to the optimal control of a nonlinear noisy oscillator

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