Stochastic Dynamics of Nonlinear Systems Driven by Non-normal Delta-Correlated Processes

DOI10.1115/1.2900736zbMath0778.70022OpenAlexW2005410363MaRDI QIDQ4202537

Publication date: 12 January 1994

Published in: Journal of Applied Mechanics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1115/1.2900736

zbMATH Keywords

Monte Carlo simulations correction terms stochastic excitations Itô's differential rule

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Forced motions for nonlinear problems in mechanics (70K40) Random vibrations in mechanics of particles and systems (70L05) Ordinary differential equations and systems with randomness (34F05)

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