Stochastic analysis of a noisy oscillator (Q756273)

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Stochastic analysis of a noisy oscillator
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    Stochastic analysis of a noisy oscillator (English)
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    1991
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    The author studies the behaviour of the generalized Van der Pol oscillator \[ d^ 2x/dt^ 2=-x+[\alpha -\gamma x^ 2-\delta (dx/dt)^ 2] dx/dt+\xi (t), \] where \(\xi\) (\(\cdot)\) is Gaussian white noise. It is shown that \(\alpha =0\) is a bifurcation point of this oscillator provided that \(\gamma \delta <0\). The proof uses the complex stochastic averaging technique.
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    generalized Van der Pol oscillator
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    stochastic averaging technique
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