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Higher order statistics of the response of MDOF linear systems excited by linearly parametric white noises and external excitations
8 references·2 citing·27 second hop
Higher order statistics of the response of MDOF linear systems excited by linearly parametric white noises and external excitations (1997)Higher order statistics of the response o…Stochastic Differential Equations (2014)Stochastic Differential Equat…Stochastic Differential Equations (2003)Stochastic Differential Equat…Higher order statistics of the response of MDOF linear systems under polynomials of filtered normal white noises (1997)Higher order statistics of th…Cumulants and correlations for linear systems under non-stationary delta-correlated processes (1994)Cumulants and correlations fo…Response and Stability of a Random Differential Equation: Part I—Moment Equation Method (1989)Response and Stability of a R…Probabilistic Theory of Structural Dynamics (1976)Probabilistic Theory of Struc…Stochastic Differential Equations (1974)Stochastic Differential Equat…On the relation between ordinary and stochastic differential equations (1965)On the relation between ordin…An evolutive probability transformation method for the dynamic stochastic analysis of structures (2022)An evolutive probability tran…Direct derivation of response moment and cumulant equations for non-linear stochastic problems (2000)Direct derivation of response…Random vibration and statistical linearization (1990)Random vibration and statistical linearization (1990)Stochastic analysis of structural and mechanical vibrations (1996)Stochastic Dynamics of Structures (2009)Random Vibrations: Analysis of Structural and Mechanical Systems (2011)Frequency-domain analysis and dynamic reliability assessment of random vibration for non-classically damped linear structure under non-Gaussian random excitations (2025)Stochastic Differential Equations and Diffusion Processes (1983)Maximum Likelihood Estimation of Generalized Itô Processes with Discretely Sampled Data (1988)Continuous Martingales and Brownian Motion (1999)Brownian Motion and Stochastic Calculus (2007)Advances of the probability density evolution method for nonlinear stochastic systems (2011)Functional Itô calculus and stochastic integral representation of martingales (2013)Random field finite elements (1986)Nonlinear Vibration Models for Extremes and Fatigue (1988)A nonparametric model of random uncertainties for reduced matrix models in structural dynamics (2000)Stochastic dynamics of MDOF structural systems under non-normal filtered inputs (1994)Non-stationary response of linear systems under stochastic Gaussian and non-Gaussian excitation: a brief overview of recent results (1996)Non-stationary non-Gaussian random vibration analysis of Duffing systems based on explicit time-domain method (2023)Stochastic analysis, rough path analysis and fractional Brownian motions (2002)Approaching complexity by stochastic methods: From biological systems to turbulence (2011)A Wong-Zakai theorem for stochastic PDEs (2015)A pricing method for options based on average asset values (1990)Do subsidies to commercial R&D reduce market failures? Microeconometric evaluation studies (2000)G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type (2007)The Malliavin calculus, a functional analytic approach (1981)Discrete-time approximation of decoupled Forward–Backward SDE with jumps (2007)Linear quadratic regulation of systems with stochastic parameter uncertainties (2009)
this work references cited by second hop

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  • 1997Higher order statistics of the response of MDOF linear systems under polynomials of filtered normal white noises11 cited

Cited by

  • 2022An evolutive probability transformation method for the dynamic stochastic analysis of structures9 cited
  • 2000Direct derivation of response moment and cumulant equations for non-linear stochastic problems9 cited

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