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Stochastic Dynamics and Control
16 references·7 citing·26 second hop
Stochastic Dynamics and Control (2006)Stochastic Dynamics and ControlSimulation of Highly Skewed Non-Gaussian Stochastic Processes (2001)Simulation of Highly Skewed N…Efficient path integration methods for nonlinear dynamic systems (2000)Efficient path integration me…Stochastic controls : Hamiltonian systems and HJB equations (1999)Stochastic controls : Hamilto…Simulation of Stationary Non-Gaussian Translation Processes (1998)Simulation of Stationary Non-…Random Vibration of Mechanical and Structural Systems (1992)Random Vibration of Mechanica…Simulation of Stochastic Processes by Spectral Representation (1991)Simulation of Stochastic Proc…The Generalized Cell Mapping Method in Nonlinear Random Vibration Based Upon Short-Time Gaussian Approximation (1990)The Generalized Cell Mapping …Random vibration and statistical linearization (1990)Random vibration and statisti…Numerical Methods for Stochastic Control Problems in Continuous Time (1990)Numerical Methods for Stochas…Stochastic Optimal Control (1989)Stochastic Optimal ControlNonlinear Vibration Models for Extremes and Fatigue (1988)Nonlinear Vibration Models fo…Stochastic averaging: An approximate method of solving random vibration problems (1986)Stochastic averaging: An appr…Probabilistic Methods in the Theory of Structures (1984)Probabilistic Methods in the …Introduction to Random Vibrations (1983)Introduction to Random Vibrat…Probabilistic Theory of Structural Dynamics (1976)Probabilistic Theory of Struc…Probabilistic Structural Dynamics: Advanced Theory and Applications (1967)Probabilistic Structural Dyna…An efficient method for solving high-dimension stationary FPK equation of strongly nonlinear systems under additive and/or multiplicative white noise (2024)An efficient method for solvi…Stochastic Dynamics of Suspension System in Maglev Train: Governing Equations for Response Statistics and Reliability (2023)Stochastic Dynamics of Suspen…Response Statistics of Single-Degree-of-Freedom Systems with Lévy Noise by Improved Path Integral Method (2022)Response Statistics of Single…First-Passage Problem in Random Vibrations With Radial Basis Function Neural Networks (2022)First-Passage Problem in Rand…Random vibration analysis with radial basis function neural networks (2021)Random vibration analysis wit…Dimension Reduction of the FPK Equation via an Equivalence of Probability Flux for Additively Excited Systems (2014)Dimension Reduction of the FP…Linear quadratic regulation of systems with stochastic parameter uncertainties (2009)Linear quadratic regulation o…Multiple channel queues in heavy traffic. I (1970)Open Queueing Networks in Heavy Traffic (1984)Martingale Methods in Financial Modelling (1997)An introduction to stochastic partial differential equations (2006)A Dynamic Model of Optimal Capital Structure (2007)Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis and Computation (2007)Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework (2000)G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type (2007)Nonlinear Expectations and Stochastic Calculus under Uncertainty (2019)On the numerical solution of the Fokker-Planck equation for nonlinear stochastic systems (1993)Random Vibration of Systems with Frequency-Dependent Parameters or Fractional Derivatives (1997)Assessment of spectral representation and Karhunen–Loève expansion methods for the simulation of Gaussian stochastic fields (2007)Random field finite elements (1986)A nonparametric model of random uncertainties for reduced matrix models in structural dynamics (2000)Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations (2004)Stochastic Dynamics of Marine Structures (2012)Simulation of Ergodic Multivariate Stochastic Processes (1996)The dynamics of speculative behaviour (1992)Response statistics of nonlinear, compliant offshore structures by the path integral solution method (1993)The stochastic finite element method: Past, present and future (2008)Fast Numerical Methods for Stochastic Computations: A Review (2009)Monte Carlo techniques in computational stochastic mechanics (1998)Data-driven uncertainty quantification using the arbitrary polynomial chaos expansion (2012)Applications of Hilbert–Huang transform to non‐stationary financial time series analysis (2003)The extreme value distribution and dynamic reliability analysis of nonlinear structures with uncertain parameters (2006)The principle of preservation of probability and the generalized density evolution equation (2006)
this work references cited by second hop

References

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  • 1990Numerical Methods for Stochastic Control Problems in Continuous Time1,400 cited
  • 1976Probabilistic Theory of Structural Dynamics1,398 cited
  • 1991Simulation of Stochastic Processes by Spectral Representation1,379 cited
  • 1990Random vibration and statistical linearization995 cited
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  • 1989Stochastic Optimal Control386 cited
  • 1998Simulation of Stationary Non-Gaussian Translation Processes303 cited
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  • 2001Simulation of Highly Skewed Non-Gaussian Stochastic Processes226 cited
  • 1990

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The Generalized Cell Mapping Method in Nonlinear Random Vibration Based Upon Short-Time Gaussian Approximation
199 cited

Cited by

  • 2009Linear quadratic regulation of systems with stochastic parameter uncertainties133 cited
  • 2021Random vibration analysis with radial basis function neural networks53 cited
  • 2014Dimension Reduction of the FPK Equation via an Equivalence of Probability Flux for Additively Excited Systems47 cited
  • 2022First-Passage Problem in Random Vibrations With Radial Basis Function Neural Networks28 cited
  • 2023Stochastic Dynamics of Suspension System in Maglev Train: Governing Equations for Response Statistics and Reliability16 cited
  • 2024An efficient method for solving high-dimension stationary FPK equation of strongly nonlinear systems under additive and/or multiplicative white noise16 cited
  • 2022Response Statistics of Single-Degree-of-Freedom Systems with Lévy Noise by Improved Path Integral Method14 cited