Weak forms of the locally transversal linearization (LTL) technique for stochastically driven nonlinear oscillators

DOI10.1016/j.apm.2007.06.004zbMath1145.70324OpenAlexW1991872604WikidataQ60585188 ScholiaQ60585188MaRDI QIDQ949934

B. E. Eshmatov

Publication date: 22 October 2008

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2007.06.004

zbMATH Keywords

nonlinear oscillatorsMonte Carlo simulationGirsanov transformationito-Taylor expansionstransversal linearizationweak stochastic solutions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random vibrations in mechanics of particles and systems (70L05) Ordinary differential equations and systems with randomness (34F05) Oscillation theory, zeros, disconjugacy and comparison theory for ordinary differential equations (34C10)

Related Items (2)

A Kushner-Stratonovich Monte Carlo filter applied to nonlinear dynamical system identification ⋮ Higher order weak linearizations of stochastically driven nonlinear oscillators

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