Ideal and physical white noise in stochastic analysis

DOI10.1016/0020-7462(96)00023-6zbMath0903.70020OpenAlexW1992777698MaRDI QIDQ1390060

Salvatore Caddemi, Mario Di Paola

Publication date: 11 January 1999

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(96)00023-6

zbMATH Keywords

Monte Carlo simulationDirac delta functionstochastic differential calculusband limited white noisesingle deterministic parametric impulse

Mathematics Subject Classification ID

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

Related Items (3)

Direct evaluation of jumps for nonlinear systems under external and multiplicative impulses ⋮ Stochastic modeling of nonlinear oscillators under combined Gaussian and Poisson white noise: a viewpoint based on the energy conservation law ⋮ Stochastic differential calculus for Gaussian and non-Gaussian noises: a critical review

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