A new path integration procedure based on Gauss-Legendre scheme (Q1370823)

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A new path integration procedure based on Gauss-Legendre scheme
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    A new path integration procedure based on Gauss-Legendre scheme (English)
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    27 September 1998
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    Markov processes
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    probability density of response
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    Gaussian white-noise excitation
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    tail region
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    reliability estimation
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