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A Nearly Exact Reformulation of the Girsanov Linearization for Stochastically Driven Nonlinear Oscillators
8 references·0 citing·25 second hop
A Nearly Exact Reformulation of the Girsanov Linearization for Stochastically Driven Nonlinear Oscillators (2012)A Nearly Exact Reformulation of the Girsa…Simulation and the Monte Carlo Method (2016)Simulation and the Monte Carl…Numerical solution of stochastic differential equations (2016)Numerical solution of stochas…Simulation and the Monte Carlo Method (2007)Simulation and the Monte Carl…The Girsanov Linearization Method for Stochastically Driven Nonlinear Oscillators (2006)The Girsanov Linearization Me…Linearization in Analysis of Nonlinear Stochastic Systems: Recent Results—Part I: Theory (2005)Linearization in Analysis of …Linearization in Analysis of Nonlinear Stochastic Systems, Recent Results—Part II: Applications (2005)Linearization in Analysis of …Introduction to stochastic differential equations (1988)Introduction to stochastic di…Stochastic Differential Equations: An Introduction with Applications. (1987)Stochastic Differential Equat…Random vibration and statistical linearization (1990)Applied non-Gaussian processes : examples, theory, simulation, linear random vibration, and MATLAB solutions (1995)Stochastic Analysis (1997)The Duffing oscillator under combined periodic and random excitations (2012)Sixty years of stochastic linearization technique (2016)Random vibration and statistical linearization (1990)Random Vibration of Mechanical and Structural Systems (1992)Formulation of Statistical Linearization for M-D-O-F Systems Subject to Combined Periodic and Stochastic Excitations (2019)Martingale Methods in Financial Modelling (1997)Alternative models for stock price dynamics (2003)Multilevel Monte Carlo Path Simulation (2008)Stochastic Differential Equations (1992)A Ballistic Model of Choice Response Time. (2005)Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis and Computation (2007)Transient probability density of nonlinear multi-degree-of-freedom system with time delay (2012)Importance sampling for reliability assessment of dynamic systems under general random process excitation (2022)Automobile Prices in Market Equilibrium (1995)Estimation of small failure probabilities in high dimensions by subset simulation (2001)Latin hypercube sampling and the propagation of uncertainty in analyses of complex systems (2003)A Nonparametric Model of Term Structure Dynamics and the Market Price of Interest Rate Risk (1997)The dynamics of stochastic volatility: evidence from underlying and options markets (2003)Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk (2012)Econometric Tools for Analyzing Market Outcomes (2007)Metamodel-based importance sampling for structural reliability analysis (2013)Everything you need to know about agent-based modelling and simulation (2016)
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