The Wong-Zakai theorem for dynamical systems with parametric Poisson white noise excitation

DOI10.1016/S0020-7225(01)00087-8zbMath1211.45012MaRDI QIDQ532878

Carsten Proppe

Publication date: 6 May 2011

Published in: International Journal of Engineering Science (Search for Journal in Brave)

Mathematics Subject Classification ID

Functional-differential equations with impulses (34K45) White noise theory (60H40) Stochastic functional-differential equations (34K50) Random integral equations (45R05)

Related Items (10)

Direct evaluation of jumps for nonlinear systems under external and multiplicative impulses ⋮ PDF solution of nonlinear oscillators subject to multiplicative Poisson pulse excitation on displacement ⋮ Stochastic response of a vibro-impact Duffing system under external Poisson impulses ⋮ Wong-Zakai type approximation of SPDEs of Lévy noise ⋮ Stochastic modeling of nonlinear oscillators under combined Gaussian and Poisson white noise: a viewpoint based on the energy conservation law ⋮ Random attractors for Ginzburg-Landau equations driven by difference noise of a Wiener-like process ⋮ Stochastic stability for nonlinear systems driven by Lévy noise ⋮ Stochastic differential calculus for Gaussian and non-Gaussian noises: a critical review ⋮ Wong–Zakai approximations with convergence rate for stochastic partial differential equations ⋮ An improved path integration method for nonlinear systems under Poisson white noise excitation

Cites Work

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• Noise-induced transitions. Theory and applications in physics, chemistry, and biology
• Stochastic integro-differential and differential equations of nonlinear systems excited by parametric Poisson pulses
• On the relation between ordinary and stochastic differential equations
• Stochastic Dynamics of Nonlinear Systems Driven by Non-normal Delta-Correlated Processes
• On the Convergence of Ordinary Integrals to Stochastic Integrals
• Matrix Calculus Operations and Taylor Expansions

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