Weak forms of the locally transversal linearization (LTL) technique for stochastically driven nonlinear oscillators
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Monte Carlo simulationGirsanov transformationnonlinear oscillatorsito-Taylor expansionstransversal linearizationweak stochastic solutions
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Oscillation theory, zeros, disconjugacy and comparison theory for ordinary differential equations (34C10) Ordinary differential equations and systems with randomness (34F05) Random vibrations in mechanics of particles and systems (70L05)
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Cites work
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Cited in
(7)- A Kushner-Stratonovich Monte Carlo filter applied to nonlinear dynamical system identification
- A novel stochastic locally transversal linearization (LTL) technique for engineering dynamical systems: strong solutions
- Weakly corrected numerical solutions to stochastically driven nonlinear dynamical systems
- A new look at the stochastic linearization technique for hyperbolic tangent oscillator
- A family of lower‐ and higher‐order transversal linearization techniques in non‐linear stochastic engineering dynamics
- Higher order weak linearizations of stochastically driven nonlinear oscillators
- Locally linearized methods for the simulation of stochastic oscillators driven by random forces
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