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Equivalent linearization for systems driven by Lévy white noise
10 references·1 citing·24 second hop
Equivalent linearization for systems driven by Lévy white noise (2000)Equivalent linearization for systems driv…Stochastic Integration and Differential Equations (2005)Stochastic Integration and Di…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…Random vibration of mechanical and structural systems (1993)Random vibration of mechanica…Random Vibration of Mechanical and Structural Systems (1992)Random Vibration of Mechanica…Stochastic Integration and Differential Equations (1990)Stochastic Integration and Di…Random vibration and statistical linearization (1990)Random vibration and statisti…Random vibration and statistical linearization (1990)Random vibration and statisti…Introduction to Stochastic Integration (1990)Introduction to Stochastic In…Introduction to Stochastic Integration (1983)Introduction to Stochastic In…An asymptotic expansion-based method for a spectral approach in equivalent statistical linearization (2014)An asymptotic expansion-based…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)Modeling Term Structures of Defaultable Bonds (1999)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)The distribution of realized stock return volatility (2001)Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case (1991)The Interaction Between Time-Nonseparable Preferences and Time Aggregation (1993)Stochastic integration in UMD Banach spaces (2007)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)Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation (2004)A critical look at Lo's modified R/S statistic (1999)Regular variation of GARCH processes (2002)Arbitrage in fractional Brownian motion models (2003)Arbitrage Theory in Continuous Time (1998)Term Structures of Credit Spreads with Incomplete Accounting Information (2001)Over-the-Counter Markets (2004)Ruin problems with assets and liabilities of diffusion type (1999)Stochastic integration in UMD Banach spaces (2007)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

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  • 1996G.Samorodnitsky,M.S.Taqqu:Stable non-Gaussian Random Processes--Stochastic Models with Infinite Variance559 cited
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  • 1990Introduction to Stochastic Integration219 cited

Cited by

  • 2014An asymptotic expansion-based method for a spectral approach in equivalent statistical linearization9 cited

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