Stochastic integro-differential and differential equations of nonlinear systems excited by parametric Poisson pulses

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random vibrations in mechanics of particles and systems (70L05) Stochastic integral equations (60H20)

Related Items (11)

An asymptotic method for quasi-integrable Hamiltonian system with multi-time-delayed feedback controls under combined Gaussian and Poisson white noises ⋮ Stochastic differential calculus for Gaussian and non-Gaussian noises: a critical review ⋮ Stochastic responses of lightly nonlinear vibroimpact system with inelastic impact subjected to external Poisson white noise excitation ⋮ Response of stochastic dynamical systems driven by additive Gaussian and Poisson white noise: Solution of a forward generalized Kolmogorov equation by a spectral finite difference method ⋮ On the control of a rigid body motion affected by stochastic white Gaussian noises. ⋮ The Wong-Zakai theorem for dynamical systems with parametric Poisson white noise excitation ⋮ Stochastic averaging of quasi-integrable and non-resonant Hamiltonian systems under combined Gaussian and Poisson white noise excitations ⋮ Active controlled structural systems under delta-correlated random excitation: Linear and nonlinear case ⋮ Stochastic averaging of quasi-partially integrable Hamiltonian systems under combined Gaussian and Poisson white noise excitations ⋮ Stochastic stability of viscoelastic systems under Gaussian and Poisson white noise excitations ⋮ Stochastic stability of quasi-partially integrable and non-resonant Hamiltonian systems under parametric excitations of combined Gaussian and Poisson white noises

This page was built for publication: Stochastic integro-differential and differential equations of nonlinear systems excited by parametric Poisson pulses