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Non-Gaussian Model for Ringing Phenomena in Offshore Structures
5 references·0 citing·13 second hop
Non-Gaussian Model for Ringing Phenomena in Offshore Structures (2002)Non-Gaussian Model for Ringing Phenomena …Stochastic Differential Equations (2006)Stochastic Differential Equat…G.Samorodnitsky,M.S.Taqqu:Stable non-Gaussian Random Processes--Stochastic Models with Infinite Variance (1996)G.Samorodnitsky,M.S.Taqqu:Sta…Applied non-Gaussian processes : examples, theory, simulation, linear random vibration, and MATLAB solutions (1995)Applied non-Gaussian processe…Stochastic Differential Equations and Diffusion Processes (1983)Stochastic Differential Equat…Stochastic Differential Equations (1972)Stochastic Differential Equat…The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding (1990)Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach (2002)The Statistical and Economic Role of Jumps in Continuous‐Time Interest Rate Models (2004)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Backward Stochastic Differential Equations in Finance (1997)Controlled Markov Processes and Viscosity Solutions (2005)A critical look at Lo's modified R/S statistic (1999)Regular variation of GARCH processes (2002)Arbitrage in fractional Brownian motion models (2003)Rational Momentum Effects (2002)Probabilistic engineering mechanics (1993)Computational stochastic mechanics – recent advances (2001)Simulation of second-order processes using Karhunen–Loeve expansion (2002)
this work references cited by second hop

References

  • 1983Stochastic Differential Equations and Diffusion Processes3,836 cited
  • 2006Stochastic Differential Equations1,269 cited
  • 1972Stochastic Differential Equations977 cited
  • 1996G.Samorodnitsky,M.S.Taqqu:Stable non-Gaussian Random Processes--Stochastic Models with Infinite Variance559 cited
  • 1995Applied non-Gaussian processes : examples, theory, simulation, linear random vibration, and MATLAB solutions288 cited

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