Estimation of time-variant system reliability of nonlinear randomly excited systems based on the Girsanov transformation with state-dependent controls (Q784100)

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scientific article; zbMATH DE number 7228282
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    Estimation of time-variant system reliability of nonlinear randomly excited systems based on the Girsanov transformation with state-dependent controls
    scientific article; zbMATH DE number 7228282

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      Estimation of time-variant system reliability of nonlinear randomly excited systems based on the Girsanov transformation with state-dependent controls (English)
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      5 August 2020
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      time-variant system reliability
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      Monte Carlo simulation
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      importance sampling
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      Girsanov's transformation
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