Colored Noise in Oscillators. Phase-Amplitude Analysis and a Method to Avoid the itô-Stratonovich Dilemma

DOI10.1109/tcsi.2019.2914398zbMath1468.62351arXiv1905.12994MaRDI QIDQ5007543

Michele Bonnin, Fabio L. Traversa, Fabrizio Bonani

Publication date: 26 August 2021

Published in: IEEE Transactions on Circuits and Systems I: Regular Papers (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.12994

Mathematics Subject Classification ID

62M15: Inference from stochastic processes and spectral analysis

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