Response and Stability of a Random Differential Equation: Part I—Moment Equation Method

DOI10.1115/1.3176044zbMath0688.60046OpenAlexW2087377724WikidataQ115255706 ScholiaQ115255706MaRDI QIDQ4207442

M. L. Rehak, Haym Benaroya

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1115/1.3176044

zbMATH Keywords

Closed-form solutionslinear stochastic differential equationcolored noise random processresponse autocorrelation function

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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