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Stochastic Differential Equations: With Applications to Physics and Engineering
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Stochastic Differential Equations: With Applications to Physics and Engineering (1991)Stochastic Differential Equations: With A…Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion (2022)Averaging principle for distr…A moment-equation-copula-closure method for nonlinear vibrational systems subjected to correlated noise (2016)A moment-equation-copula-clos…Stochastic Boundary Element Method analysis of the interface defects in composite materials (2011)Stochastic Boundary Element M…The Order of Approximations for Solutions of Itô-Type Stochastic Differential Equations with Jumps (2004)The Order of Approximations f…Variations in steepness of the probability density function of beam random vibration (2000)Variations in steepness of th…Stochastic dynamics with fatigue-induced stiffness degradation (2000)Stochastic dynamics with fati…Dynamics of structural systems with spatial randomness (1996)Dynamics of structural system…The eigenvalue problem for structural systems with statistical properties. (1969)Stochastic Finite Element Analysis of Simple Beams (1983)Stochastic Finite Elements: A Spectral Approach (1991)Dynamic stability of uncertain laminated beams subjected to subtangential loads (2007)Spectral stochastic analysis of structures with uncertain parameters (2007)Vibration analysis of a uniform beam traversed by a moving vehicle with random mass and random velocity (2009)Spectral techniques for stochastic finite elements (1997)A stochastic boundary element method for piezoelectric problems (2018)Digital simulation of random processes and its applications (1972)Probabilistic Theory of Structural Dynamics (1976)Random vibration and statistical linearization (1990)Stochastic Integration and Differential Equations (1990)Approximation of jump diffusions in finance and economics (2007)Stochastic Integration and Differential Equations : A New Approach (2014)A transformed jump-adapted backward Euler method for jump-extended CIR and CEV models (2016)Numerical solution of stochastic differential equations (2016)Convergence and stability of the backward Euler method for jump–diffusion SDEs with super-linearly growing diffusion and jump coefficients (2019)Statistics for Long-Memory Processes. (1996)An Introduction to Copulas (1999)A modified Gaussian moment closure method for nonlinear stochastic differential equations (2017)A copula-based Gaussian mixture closure method for stochastic response of nonlinear dynamic systems (2019)Stochastic dynamic response analysis via dimension-reduced probability density evolution equation (DR-PDEE) with enhanced tail-accuracy (2025)Stochastic differential equations and applications (1977)Integration with respect to fractal functions and stochastic calculus. I (1998)The Malliavin Calculus and Related Topics (2006)
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  • 2004The Order of Approximations for Solutions of Itô-Type Stochastic Differential Equations with Jumps75 cited
  • 2022Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion63 cited
  • 2011Stochastic Boundary Element Method analysis of the interface defects in composite materials27 cited
  • 2000Stochastic dynamics with fatigue-induced stiffness degradation26 cited
  • 1996Dynamics of structural systems with spatial randomness21 cited
  • 2016A moment-equation-copula-closure method for nonlinear vibrational systems subjected to correlated noise20 cited
  • 2000Variations in steepness of the probability density function of beam random vibration14 cited

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