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Probability density function of MDOF structural systems under non-normal delta-correlated inputs
12 references·3 citing·37 second hop
Probability density function of MDOF structural systems under non-normal delta-correlated inputs (1999)Probability density function of MDOF stru…Stationary and non-stationary probability density function for non-linear oscillators (1997)Stationary and non-stationary…Linear systems excited by polynomial forms of non-Gaussian filtered processes (1995)Linear systems excited by pol…Random Vibration of Beam under Moving Loads (1994)Random Vibration of Beam unde…Random vibration of mechanical and structural systems (1993)Random vibration of mechanica…Ito and Stratonovich integrals for delta-correlated processes (1993)Ito and Stratonovich integral…Random Vibration of Mechanical and Structural Systems (1992)Random Vibration of Mechanica…Computational Stochastic Mechanics (1991)Computational Stochastic Mech…Differential moment equations of FE modelled structures with geometrical non-linearities (1990)Differential moment equations…Probability densities of the response of nonlinear structures under stochastic dynamic excitation (1989)Probability densities of the …Response of Linear Systems to Polynomials of Gaussian Processes (1988)Response of Linear Systems to…Probability Densities of the Response of Non-Linear Structures under Stochastic Dynamic Excitation (1987)Probability Densities of the …Probabilistic Theory of Structural Dynamics (1976)Probabilistic Theory of Struc…A points estimation and series approximation method for uncertainty analysis (2009)A points estimation and serie…Recovering Risk Neutral Densities from Option Prices: A New Approach (2008)Recovering Risk Neutral Densi…A non-Gaussian stochastic linearization method (2006)A non-Gaussian stochastic lin…Methods of structural safety (1987)Gaussian and non-Gaussian stochastic sensitivity analysis of discrete structural system (2000)Methods of structural safety (2006)Multiple timescale spectral analysis (2014)Introduction to Random Vibrations (1983)Non‐Normal Stochastic Response of Linear Systems (1986)Vibrations of the beam due to a load moving with stochastic velocity (2001)Dynamics analysis of distributed parameter system subjected to a moving oscillator with random mass, velocity and acceleration (2002)Monte Carlo simulation in the stochastic analysis of non-linear systems under external stationary Poisson white noise input (2003)Approximate Method for Nonlinear Random Vibration (1975)Random vibration and statistical linearization (1990)Random vibration and statistical linearization (1990)Approximate solution of the Fokker–Planck–Kolmogorov equation (2002)Nonlinear MDOF system stochastic response determination via a dimension reduction approach (2012)An Efficient Wiener Path Integral Technique Formulation for Stochastic Response Determination of Nonlinear MDOF Systems (2015)On a Formula Concerning Stochastic Differentials (1951)On the relation between ordinary and stochastic differential equations (1965)A New Representation for Stochastic Integrals and Equations (1966)New partial differential equations governing the joint, response–excitation, probability distributions of nonlinear systems, under general stochastic excitation (2008)Marcus versus Stratonovich for systems with jump noise (2014)The valuation of options for alternative stochastic processes (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Empirical Performance of Alternative Option Pricing Models (1997)Retrieving risk neutral densities from European option prices based on the principle of maximum entropy (2010)A data-driven framework for consistent financial valuation and risk measurement (2020)Computational stochastic mechanics – recent advances (2001)Modeling Multibody Systems with Uncertainties. Part I: Theoretical and Computational Aspects (2006)Recent Developments in Spectral Stochastic Methods for the Numerical Solution of Stochastic Partial Differential Equations (2009)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)Simulation of Ergodic Multivariate Stochastic Processes (1996)Stochastic Dynamics of Marine Structures (2012)Filter approach to the stochastic analysis of MDOF wind-excited structures (1999)Linear random vibration by stochastic reduced‐order models (2009)First excursion probabilities for linear systems by very efficient importance sampling (2001)An analytical Wiener path integral technique for non-stationary response determination of nonlinear oscillators (2011)
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References

  • 1976Probabilistic Theory of Structural Dynamics1,398 cited
  • 1992Random Vibration of Mechanical and Structural Systems493 cited
  • 1993Random vibration of mechanical and structural systems464 cited
  • 1991Computational Stochastic Mechanics215 cited
  • 1997Stationary and non-stationary probability density function for non-linear oscillators108 cited
  • 1993Ito and Stratonovich integrals for delta-correlated processes84 cited
  • 1988Response of Linear Systems to Polynomials of Gaussian Processes59 cited
  • 1994Random Vibration of Beam under Moving Loads45 cited
  • 1995Linear systems excited by polynomial forms of non-Gaussian filtered processes43 cited
  • 1990Differential moment equations of FE modelled structures with geometrical non-linearities28 cited
  • 1987Probability Densities of the Response of Non-Linear Structures under Stochastic Dynamic Excitation26 cited
  • 1989Probability densities of the response of nonlinear structures under stochastic dynamic excitation25 cited

Cited by

  • 2008Recovering Risk Neutral Densities from Option Prices: A New Approach44 cited
  • 2006A non-Gaussian stochastic linearization method24 cited
  • 2009A points estimation and series approximation method for uncertainty analysis

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10 cited