Weak forms of the locally transversal linearization (LTL) technique for stochastically driven nonlinear oscillators-Reference-Cited by-同舟云学术

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Weak forms of the locally transversal linearization (LTL) technique for stochastically driven nonlinear oscillators

Published:2008-09 Issue:9 Volume:32 Page:1657-1681
ISSN:0307-904X
Container-title:Applied Mathematical Modelling
language:en
Short-container-title:Applied Mathematical Modelling

Author:

Roy D.,Saha Nilanjan,Dash M.K.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation

Reference55 articles.

1. Stochastic Differential Equations;Gikhman,1972

2. Methods of Mathematical Finance;Karatzas,1998

3. Stochastic Differential Equations – an Introduction with Applications;Oksendal,2004

4. An example of a stochastic differential equation having no strong solution;Tsirelson;SIAM (Soc. Ind. Appl. Math.) Theor. Probab. Appl.,1976

5. Numerical Solution of Stochastic Differential Equations;Kloeden,1999

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1. A Kushner–Stratonovich Monte Carlo filter applied to nonlinear dynamical system identification;Physica D: Nonlinear Phenomena;2014-03

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