Stochastic linearization: the theory

DOI10.1239/JAP/1032265219MaRDI QIDQ4228274zbMATH OpenOpenAlexFDO

Authors Pierre Bernard, Liming Wu

Publication date 2 February 1999

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1239/jap/1032265219

zbMATH Keywords

Donsker-Varadhan entropyequivalent statistical linearizationGaussian measureKullback informationlarge deviation principlesMarkov kernelrelative entropy

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Forced motions for nonlinear problems in mechanics (70K40) Random vibrations in mechanics of particles and systems (70L05) Measures of information, entropy (94A17)

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