scientific article; zbMATH DE number 3990945

MaRDI QIDQ3753556zbMATH OpenFDO

Authors Paul Kree

Publication date 1985

zbMATH Keywords

spectral densityfiltering problemsstochastic differential equationsGaussian measuresrandom vibrationsMarkovianizationHilbert-valued functionsinfinite dimensional filteringMarkovian cylindrical processesrelative differential calculus for measures

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Filtering in stochastic control theory (93E11) PDEs with randomness, stochastic partial differential equations (35R60) Random vibrations in mechanics of particles and systems (70L05)

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(3)

• Non-Markovian parametrical vibration
• scientific article; zbMATH DE number 4143582 (Why is no real title available?)
• A systematic path to non-Markovian dynamics: new response probability density function evolution equations under Gaussian coloured noise excitation

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