Stationarity and stochastic differential equations

DOI10.1016/0307-904X(90)90024-YMaRDI QIDQ2641006zbMATH OpenOpenAlexWikidataFDO

Authors Haym Benaroya

Publication date 1990

Published in Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0307-904x(90)90024-y

zbMATH Keywords

parametric random vibrationsrotorcraft dynamicsstochastic ordinary differential equationsstrict sense stationary processes

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Stationary stochastic processes (60G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

• scientific article; zbMATH DE number 3304505 (Why is no real title available?)
• scientific article; zbMATH DE number 3339860 (Why is no real title available?)
• Prediction of Stationary Response of Robot Manipulators Under Stochastic Base and External Excitations—Statistical Linearization Approach
• Random integral equations
• Response and Stability of a Random Differential Equation: Part II—Expansion Method
• Response and Stability of a Random Differential Equation: Part I—Moment Equation Method
• The Behavior of Linear Systems with Random Parametric Excitation
• Transient Response of a Dynamic System Under Random Excitation

Cited in

(9)

• Stationary waiting time derivatives
• Stationary and stationarizable regimes in normal stochastic differential systems
• STATIONARITY OF DELAYED SUBORDINATORS
• scientific article; zbMATH DE number 2185748 (Why is no real title available?)
• scientific article; zbMATH DE number 429170 (Why is no real title available?)
• scientific article; zbMATH DE number 3913763 (Why is no real title available?)
• Response and Stability of a Random Differential Equation: Part I—Moment Equation Method
• Response and Stability of a Random Differential Equation: Part II—Expansion Method
• Approach to Stationarity of the Bernoulli–Laplace Diffusion Model

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