A new model for realistic random perturbations of stochastic oscillators
type: Item
instance of: scholarly article
title: A new model for realistic random perturbations of stochastic oscillators
zbMATH Open document ID: 1345.34110
author: Luca Dieci
author: Wuchen Li
author: Haomin Zhou
published in: Journal of Differential Equations
publication date: 2016-05-27T00:00:00Z
review text: The local boundedness of trajectories of a dissipative oscillator subject to random perturbations is proved. By using three different stochastic Poincaré maps the global boundedness of solutions is obtained. Also one proves that the probability density functions of the stochastic oscillator can be given by a rational function depending on solutions of a pair of diffusive partial differential equations with vanishing boundary conditions on finite intervals.
reviewed by: Toader Morozan
Mathematics Subject Classification ID: 34F05
Mathematics Subject Classification ID: 34C15
Mathematics Subject Classification ID: 34C11
zbMATH DE Number: 6586393
zbMATH Keywords: stochastic oscillators
zbMATH Keywords: noise model
zbMATH Keywords: Poincaré map
zbMATH Keywords: transition density
MaRDI profile type: Publication
full work available at URL: j.jde.2016.05.005
OpenAlex ID: W2345390107
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DOI: 10.1016/J.JDE.2016.05.005
description: scientific article; zbMATH DE number 6586393