Stochastic linearization: the theory
DOI10.1239/jap/1032265219zbMath0934.70018OpenAlexW1968700678MaRDI QIDQ4228274
Publication date: 2 February 1999
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1032265219
relative entropyMarkov kernelGaussian measurelarge deviation principlesKullback informationDonsker-Varadhan entropyequivalent statistical linearization
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Forced motions for nonlinear problems in mechanics (70K40) Random vibrations in mechanics of particles and systems (70L05) Measures of information, entropy (94A17)
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