An approximation method for nearly linear, first–order stochastic differential equations

DOI10.1080/00207176808905630zbMath0176.06102OpenAlexW2161894433MaRDI QIDQ5565886

H. J. Payne

Publication date: 1968

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207176808905630

zbMATH Keywords

ordinary differential equations

Related Items (1)

Methods of nonlinear random vibration analysis.

Cites Work

• Unnamed Item
• On the response of a class of self-excited oscillators to stochastic excitation
• Analysis of a Nonlinear First-Order System with a White Noise Input
• On the Theory of the Brownian Motion II

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