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Some thoughts on averaging techniques in stochastic dynamics
4 references·1 citing·18 second hop
Some thoughts on averaging techniques in stochastic dynamics (2000)Some thoughts on averaging techniques in …Stochastic Differential Equations (2014)Stochastic Differential Equat…Some observations on the stochastic averaging method (1986)Some observations on the stoc…On stochastic differential equations (1951)On stochastic differential eq…On a Formula Concerning Stochastic Differentials (1951)On a Formula Concerning Stoch…Dynamical reliability of internally resonant or non-resonant strongly nonlinear system under random excitations (2018)Dynamical reliability of inte…On the relation between ordinary and stochastic differential equations (1965)Stochastic averaging: An approximate method of solving random vibration problems (1986)On the numerical solution of the Fokker-Planck equation for nonlinear stochastic systems (1993)Response and reliability analysis of random time-delay controlled systems undergo wide-band random excitations (2021)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)On stationary solutions of a stochastic differential equation (1964)Diffusion processes with continuous coefficients, I (1969)Itô’s stochastic calculus: Its surprising power for applications (2010)A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT (1974)Entropy search for information-efficient global optimization (2012)Ito and Stratonovich integrals for delta-correlated processes (1993)Methods of nonlinear random vibration analysis (1995)Galerkin scheme based determination of first-passage probability of nonlinear system response (2013)
this work references cited by second hop

References

  • 1951On stochastic differential equations832 cited
  • 2014Stochastic Differential Equations574 cited
  • 1951On a Formula Concerning Stochastic Differentials369 cited
  • 1986Some observations on the stochastic averaging method51 cited

Cited by

  • 2018Dynamical reliability of internally resonant or non-resonant strongly nonlinear system under random excitations11 cited

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