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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| English | 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 |
Statements
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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