Elements of Stochastic Dynamics

DOI10.1142/9794zbMath1361.60001OpenAlexW2506000206MaRDI QIDQ2820473

Guoqiang Cai, Wei-Qiu Zhu

Publication date: 9 September 2016

Full work available at URL: https://doi.org/10.1142/9794

zbMATH Keywords

stabilitysimulationstochastic processesasymptotic stabilitybifurcationapproximate solutionwhite noisestationary densityhitting timestochastic dynamical systemstochastic ordinary differential equationItô calculusreal diffusion processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Brownian motion (60J65) Signal detection and filtering (aspects of stochastic processes) (60G35) Other physical applications of random processes (60K40) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Mathematics for nonmathematicians (engineering, social sciences, etc.) (00A06)

Related Items (3)

Transient response analysis of a system with nonlinear stiffness and nonlinear damping excited by Gaussian white noise based on complex fractional moments ⋮ Transient influence of correlation between excitations on system responses ⋮ Probabilistic tracking control of dissipated Hamiltonian systems excited by Gaussian white noises

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