A Time-Frequency Relationship Between the Langevin Equation and the Harmonic Oscillator

DOI10.1007/978-3-319-47512-7_6zbMath1365.60058OpenAlexW2585908068MaRDI QIDQ5268878

Lorenzo Galleani

Publication date: 21 June 2017

Published in: Trends in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-47512-7_6

zbMATH Keywords

Langevin equationharmonic oscillatortime-frequency snalysis

Mathematics Subject Classification ID

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

Uses Software

• TFSAP

Cites Work

• The Transient Spectrum of a Random System
• Response of Dynamical Systems to Nonstationary Inputs
• Time-Frequency Representation of MIMO Dynamical Systems
• Spectral analysis of the convolution and filtering of non-stationary stochastic processes
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