An analytical–numerical method for fast evaluation of probability densities for transient solutions of nonlinear Itô’s stochastic differential equations

Author:

Mamontov E.,Naess A.

Publisher

Elsevier BV

Subject

General Engineering,Mechanics of Materials,General Materials Science,Mechanical Engineering

Reference29 articles.

1. R.Z. Has’minskii˘, Stochastic Stability of Differential Equations, Sijthoff & Noordhoff, Alphen aan den Rijn, The Netherlands, 1980.

2. Stochastic Differential Equations: Theory and Applications;Arnold,1974

3. Mathematics of Random Phenomena. Random Vibrations of Mechanical Structures;Krée,1986

4. Stability and capsizing of ships in random sea – a survey;Arnold;Nonlinear Dynam.,2004

5. The nonlinear dynamics of ship motions: a field overview and some recent developments;Spyrou;R. Soc. Lond. Philos. Trans. Ser. A, Math. Phys. Eng. Sci.,2000

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