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

zbMATH Open1249.60129MaRDI QIDQ2897604FDOQ2897604

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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