A CLOSURE METHOD FOR RANDOMLY PERTURBED LINEAR SYSTEMS
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Publication:2732359
DOI10.1515/dema-2001-0219zbMath0985.60059MaRDI QIDQ2732359
Roman V. Bobryk, Łukasz Stettner
Publication date: 9 May 2002
Published in: Demonstratio Mathematica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/dema-2001-0219
Cameron-Martin formula; moments of stochastic differential equations; trigonometric polynomial with respect to Wiener process
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
34F05: Ordinary differential equations and systems with randomness
34E05: Asymptotic expansions of solutions to ordinary differential equations
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