Direct derivation of corrective terms in SDE through nonlinear transformation on Fokker-Planck equation

DOI10.1023/B:NODY.0000045511.89550.57zbMath1090.70016OpenAlexW2071080815MaRDI QIDQ2493161

Mario Di Paola, Antonina Pirrotta

Publication date: 12 June 2006

Published in: Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:nody.0000045511.89550.57

zbMATH Keywords

Poisson inputItô's calculus

Mathematics Subject Classification ID

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

Related Items (5)

Direct evaluation of jumps for nonlinear systems under external and multiplicative impulses ⋮ PDF solution of nonlinear oscillators subject to multiplicative Poisson pulse excitation on displacement ⋮ Stochastic response of a vibro-impact Duffing system under external Poisson impulses ⋮ Stochastic modeling of nonlinear oscillators under combined Gaussian and Poisson white noise: a viewpoint based on the energy conservation law ⋮ An improved path integration method for nonlinear systems under Poisson white noise excitation

This page was built for publication: Direct derivation of corrective terms in SDE through nonlinear transformation on Fokker-Planck equation