Probability transformation method for the evaluation of derivative, integral and Fourier transform of some stochastic processes

DOI10.1007/s10665-021-10183-7OpenAlexW3209804672MaRDI QIDQ2062657

Rossella Laudani, Giovanni Falsone

Publication date: 30 December 2021

Published in: Journal of Engineering Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10665-021-10183-7

zbMATH Keywords

probability density functionprobability transformation methodderivative of stochastic processesFourier transform of stochastic processesintegral of stochastic processes

Mathematics Subject Classification ID

Numerical analysis (65-XX) Probability theory and stochastic processes (60-XX)

Related Items (3)

A new deformation measure for the nonlinear micropolar continuum ⋮ A multiresolution adaptive grid method for solving the generalized probability density equation in stochastic dynamic analysis ⋮ Solving discrete first-order matrix linear control problems with general parametric uncertainties: a probability-density-based approach

Cites Work

• Unnamed Item
• Unnamed Item
• Cumulant neglect closure for nonlinear oscillators under random parametric and external excitations
• Improved finite element method for stochastic problems
• Random differential equations in science and engineering
• Prediction of the effective parameters of the nanofluids using the generalized stochastic perturbation method
• Random integral equations with applications to life sciences and engineering
• Exact response probability density functions of some uncertain structural systems
• Stochastic Dynamics of Structures

This page was built for publication: Probability transformation method for the evaluation of derivative, integral and Fourier transform of some stochastic processes