scientific article; zbMATH DE number 3990945

MaRDI QIDQ3753556zbMATH OpenFDO

Authors Paul Kree

Publication date 1985

zbMATH Keywords

filtering problemsGaussian measuresHilbert-valued functionsinfinite dimensional filteringMarkovian cylindrical processesMarkovianizationrandom vibrationsrelative differential calculus for measuresspectral densitystochastic differential equations

Mathematics Subject Classification ID

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

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(4)

• 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
• A systematic path to non-Markovian dynamics. II: Probabilistic response of nonlinear multidimensional systems to Gaussian colored noise excitation

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