Response and Stability of a Random Differential Equation: Part I—Moment Equation Method (Q4207442)

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scientific article; zbMATH DE number 4128180
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Response and Stability of a Random Differential Equation: Part I—Moment Equation Method
scientific article; zbMATH DE number 4128180

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    Response and Stability of a Random Differential Equation: Part I—Moment Equation Method (English)
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    1989
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    linear stochastic differential equation
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    colored noise random process
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    response autocorrelation function
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    Closed-form solutions
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