Probabilistic evolution analysis and first passage analysis of a class of stochastic dynamic systems with fractional derivative based on complex fractional moment method

DOI10.1016/J.CNSNS.2023.107241MaRDI QIDQ6156035zbMATH OpenFDO

Authors Lizhi Niu, Wei Xu, Tongtong Sun, Wenting Zhang, Yisha Lu

Publication date 9 June 2023

Published in Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

zbMATH Keywords

first passage timefractional derivativetransient responsecomplex fractional moment

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional ordinary differential equations (34A08) Averaging method for ordinary differential equations (34C29) Ordinary differential equations and systems with randomness (34F05) Bifurcation of solutions to ordinary differential equations involving randomness (34F10)

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Cited in

(3)

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• Probabilistic characterization of nonlinear systems under Poisson white noise via complex fractional moments

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