The stochastic harmonic oscillator with finite correlation times

DOI10.1016/0016-0032(82)90022-9zbMath0502.60051OpenAlexW2074997407MaRDI QIDQ1172878

Menelaos Lambiris

Publication date: 1982

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0016-0032(82)90022-9

zbMATH Keywords

first-order approximationstochastic harmonic oscillator

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Random vibrations in mechanics of particles and systems (70L05) Stochastic analysis (60H99)

Related Items (1)

The stochastic harmonic oscillator with linear damping

Cites Work

• On stochastic differential equations with non-white noise having small correlation times
• On the adjoint equation of stochastic linear systems with small correlation times
• Stochastic Equations and Their Applications
• Stochastic Differential Equations with Applications to Random Harmonic Oscillators and Wave Propagation in Random Media

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