Three notes about linear stochastic oscillator equations

MaRDI QIDQ2908110zbMATH OpenFDO

Authors Reza Habibi, Hamed Habibi, Hamed Habibi

Publication date 4 September 2012

Published in International Mathematical Forum (Search for Journal in Brave)

Full work available at URL http://www.m-hikari.com/imf-2011/61-64-2011/index.html

zbMATH Keywords

damping termItô lemmalinear stochastic oscillatormeasurement errornumerical approximationquadratic form

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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(2)

• Relaxation problem with a quadratic noise: Analysis
• Hamiltonian stochastic Lie systems and applications

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