The Wong-Zakai theorem for dynamical systems with parametric Poisson white noise excitation

DOI10.1016/S0020-7225(01)00087-8MaRDI QIDQ532878zbMATH OpenFDO

Authors Carsten Proppe

Publication date 6 May 2011

Published in International Journal of Engineering Science (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) White noise theory (60H40) Functional-differential equations with impulses (34K45) Random integral equations (45R05)

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Cites work

• scientific article; zbMATH DE number 3599249 (Why is no real title available?)
• scientific article; zbMATH DE number 3450674 (Why is no real title available?)
• scientific article; zbMATH DE number 934544 (Why is no real title available?)
• Matrix Calculus Operations and Taylor Expansions
• Noise-induced transitions. Theory and applications in physics, chemistry, and biology
• On the Convergence of Ordinary Integrals to Stochastic Integrals
• On the relation between ordinary and stochastic differential equations
• Stochastic Dynamics of Nonlinear Systems Driven by Non-normal Delta-Correlated Processes
• Stochastic integro-differential and differential equations of nonlinear systems excited by parametric Poisson pulses

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
• Stochastic stability for nonlinear systems driven by Lévy noise
• An improved path integration method for nonlinear systems under Poisson white noise excitation
• 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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