Asymptotic analysis of the mean energy of the stochastic harmonic oscillator with outside disturbance

MaRDI QIDQ2897604zbMATHFDO

Authors O. Stetsyuk

Publication date 16 July 2012

Published in Visnyk. Matematyka. Mekhanika. Kyïvs'kyĭ Universytet Imeni Tarasa Shevchenka (Search for Journal in Brave)

zbMATH Keywords

Poisson processstochastic harmonic oscillator

Mathematics Subject Classification ID

Markov processes (60J99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited in

(2)

• On the behaviour of expectation of the energy of stochastic harmonic oscillator
• Dissipation of mean energy of discretized linear oscillators under random perturbations

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