Stochastic Dynamics of Nonlinear Systems Driven by Non-normal Delta-Correlated Processes

DOI10.1115/1.2900736zbMath0778.70022MaRDI QIDQ4202537

Publication date: 12 January 1994

Published in: Journal of Applied Mechanics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1115/1.2900736

zbMATH Keywords

Monte Carlo simulations; correction terms; stochastic excitations; Itô's differential rule

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

70K40: Forced motions for nonlinear problems in mechanics

70L05: Random vibrations in mechanics of particles and systems

34F05: Ordinary differential equations and systems with randomness

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