A stochastic oscillator with time-dependent damping

DOI10.1016/S0304-4149(97)83373-XzbMath0890.60053MaRDI QIDQ1382558

Bernt Øksendal, John Grue

Publication date: 29 March 1998

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Wick productwhite noisestochastic Volterra equationssecond-order stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items

Ornstein-Uhlenbeck process with fluctuating damping, Investigation of stochastic nonlinear dynamics of ocean engineering systems through path integration

Cites Work

• Linear stochastic differential equations and Wick products
• On a dual pair of spaces of smooth and generalized random variables
• The pressure equation for fluid flow in a stochastic medium
• Characterizations of the white noise test functionals and hida distributions
• Wave drift damping of floating bodies in slow yaw motion
• Stochastic differential equations. An introduction with applications.
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