Stochastic modeling of nonlinear oscillators under combined Gaussian and Poisson white noise: a viewpoint based on the energy conservation law

DOI10.1007/S11071-015-2570-7MaRDI QIDQ333025zbMATH OpenOpenAlexFDO

Authors Xu Sun, Xiaofan Li, Jinqiao Duan

Publication date 9 November 2016

Published in Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11071-015-2570-7

zbMATH Keywords

stochastic differential equationsstochastic integralsnonlinear oscillatorPoisson white noisenon-Gaussian white noise

Mathematics Subject Classification ID

Nonlinear oscillations and coupled oscillators for ordinary differential equations (34C15) Ordinary differential equations and systems with randomness (34F05) Perturbations, asymptotics of solutions to ordinary differential equations (34E10)

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Cites work

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Cited in

(3)

• Governing equations for probability densities of Marcus stochastic differential equations with Lévy noise
• Derivation of Fokker-Planck equations for stochastic systems under excitation of multiplicative non-Gaussian white noise
• Invariant foliations for stochastic dynamical systems with multiplicative stable Lévy noise

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