The stochastic harmonic oscillator with linear damping
From MaRDI portal
Publication:1051986
DOI10.1016/0016-0032(83)90084-4zbMath0515.60064OpenAlexW2052843224MaRDI QIDQ1051986
Publication date: 1983
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0016-0032(83)90084-4
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)
Cites Work
- On stochastic differential equations with non-white noise having small correlation times
- On the adjoint equation of stochastic linear systems with small correlation times
- The stochastic harmonic oscillator with finite correlation times
- Stochastic Equations and Their Applications
- Stochastic Differential Equations with Applications to Random Harmonic Oscillators and Wave Propagation in Random Media