scientific article; zbMATH DE number 7012618

zbMath1412.34148MaRDI QIDQ4618395

Mohammad Alvand

Publication date: 5 February 2019

Full work available at URL: http://jlta.iauctb.ac.ir/article_516221.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic differential equationCholesky decompositionstochastic averagingstochastic owsystem of complex bilinear equations

Mathematics Subject Classification ID

Factorization of matrices (15A23) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Averaging method for ordinary differential equations (34C29) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Cites Work

• Stochastic averaging of quasi-generalized Hamiltonian systems
• Averaging of stochastic flows: twist maps and escape from resonance
• Stochastic averaging and Lyapunov exponent of quasi partially integrable Hamiltonian systems
• Stochastic averaging and asymptotic behavior of the stochastic Duffing--van der Pol equation
• Constructing an SDE from its two-point generator
• Averaging methods in nonlinear dynamical systems
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