Stochastic averaging of oscillators excited by colored Gaussian processes

DOI10.1016/0020-7462(94)90015-9zbMath0812.70018OpenAlexW2152977586MaRDI QIDQ1341605

R. Valéry Roy

Publication date: 16 February 1995

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(94)90015-9

zbMATH Keywords

perturbation approachwhite Gaussian noiseFokker-Planck- Kolmogorov equationoutput of multidimensional linear filtersStratonovich-Khasminskii theorem

Mathematics Subject Classification ID

Random vibrations in mechanics of particles and systems (70L05)

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