Correlation free forms for nonlinear stochastic systems

DOI10.1016/0022-247X(89)90123-6MaRDI QIDQ1825172zbMATH OpenOpenAlexFDO

Authors S. M. Meerkov, Thordur Runolfsson, Zeev Schuss

Publication date 1989

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-247x(89)90123-6

zbMATH Keywords

Correlation freelimiting equationsstochastic perturbationWong-Zakai correction

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic systems in control theory (general) (93E03) Stochastic stability in control theory (93E15)

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Cites work

• Ergodicity of diffusion and temporal uniformity of diffusion approximation
• scientific article; zbMATH DE number 3436406 (Why is no real title available?)
• scientific article; zbMATH DE number 3438157 (Why is no real title available?)
• Nonlinear systems with fast parametric oscillations
• On the relation between ordinary and stochastic differential equations
• Stability and Control of Stochastic Systems with Wide-band Noise Disturbances. I
• Stabilization of Linear Systems by Noise
• Vibrational control of nonlinear systems: Vibrational stabilizability

Cited in

(4)

• Long asymptotic correlation time for non-linear autonomous Itô's stochastic differential equation
• Asymptotic theory of noncentered mixing stochastic differential equations
• Analysis of White Noise Limits for Stochastic Systems with Two Fast Relaxation Times
• A new form of the redfield equation for dissipative systems related to the matrix of correlation functions

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