The Wong-Zakai theorem for dynamical systems with parametric Poisson white noise excitation
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Publication:532878
DOI10.1016/S0020-7225(01)00087-8zbMath1211.45012MaRDI QIDQ532878
Publication date: 6 May 2011
Published in: International Journal of Engineering Science (Search for Journal in Brave)
34K45: Functional-differential equations with impulses
60H40: White noise theory
34K50: Stochastic functional-differential equations
45R05: Random integral equations
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Stochastic stability for nonlinear systems driven by Lévy noise, PDF solution of nonlinear oscillators subject to multiplicative Poisson pulse excitation on displacement, Wong-Zakai type approximation of SPDEs of Lévy noise
Cites Work
- Noise-induced transitions. Theory and applications in physics, chemistry, and biology
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- Matrix Calculus Operations and Taylor Expansions
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