The Wong-Zakai theorem for dynamical systems with parametric Poisson white noise excitation
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Publication:532878
DOI10.1016/S0020-7225(01)00087-8zbMATH Open1211.45012MaRDI QIDQ532878FDOQ532878
Authors: Carsten Proppe 
Publication date: 6 May 2011
Published in: International Journal of Engineering Science (Search for Journal in Brave)
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Stochastic functional-differential equations (34K50) White noise theory (60H40) Functional-differential equations with impulses (34K45) Random integral equations (45R05)
Cites Work
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- On the Convergence of Ordinary Integrals to Stochastic Integrals
- Noise-induced transitions. Theory and applications in physics, chemistry, and biology
- Matrix Calculus Operations and Taylor Expansions
- On the relation between ordinary and stochastic differential equations
- Stochastic Dynamics of Nonlinear Systems Driven by Non-normal Delta-Correlated Processes
- Title not available (Why is that?)
- Stochastic integro-differential and differential equations of nonlinear systems excited by parametric Poisson pulses
- Title not available (Why is that?)
Cited In (10)
- PDF solution of nonlinear oscillators subject to multiplicative Poisson pulse excitation on displacement
- Wong-Zakai approximations with convergence rate for stochastic partial differential equations
- Random attractors for Ginzburg-Landau equations driven by difference noise of a Wiener-like process
- Wong-Zakai type approximation of SPDEs of Lévy noise
- Stochastic response of a vibro-impact Duffing system under external Poisson impulses
- Stochastic modeling of nonlinear oscillators under combined Gaussian and Poisson white noise: a viewpoint based on the energy conservation law
- An improved path integration method for nonlinear systems under Poisson white noise excitation
- Stochastic stability for nonlinear systems driven by Lévy noise
- Direct evaluation of jumps for nonlinear systems under external and multiplicative impulses
- Stochastic differential calculus for Gaussian and non-Gaussian noises: a critical review
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