On a simulation of the oscillation excited by a random force
Kybernetika (1986)
- Volume: 22, Issue: 2, page 176-188
- ISSN: 0023-5954
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topHolický, Petr. "On a simulation of the oscillation excited by a random force." Kybernetika 22.2 (1986): 176-188. <http://eudml.org/doc/28170>.
@article{Holický1986,
author = {Holický, Petr},
journal = {Kybernetika},
keywords = {system of stochastic ordinary differential equations; oscillation of a two mass mechanical system; random excitation; Numerical results},
language = {eng},
number = {2},
pages = {176-188},
publisher = {Institute of Information Theory and Automation AS CR},
title = {On a simulation of the oscillation excited by a random force},
url = {http://eudml.org/doc/28170},
volume = {22},
year = {1986},
}
TY - JOUR
AU - Holický, Petr
TI - On a simulation of the oscillation excited by a random force
JO - Kybernetika
PY - 1986
PB - Institute of Information Theory and Automation AS CR
VL - 22
IS - 2
SP - 176
EP - 188
LA - eng
KW - system of stochastic ordinary differential equations; oscillation of a two mass mechanical system; random excitation; Numerical results
UR - http://eudml.org/doc/28170
ER -
References
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- W. Rumelin, Numerical Treatment of Stochastic Differential Equations, Report Nr. 12, Universitát Bremen 1980. (1980)
- J. M. C. Clark, P. J. Cameron, The maximum rate of convergence of discrete approximations for stochastic differential equations, In: Stochastic Differential System - Filtering and Control (B. Grigelionis, ed.). (Lecture Notes on Control and Information Sciences 25.) Springer-Verlag, Berlin-Heidelberg-New York 1980, 162-171. (1980) MR0609181
- A. Yu. Veretennikov, O stokhasticheskikh uravneniyakh s vyrozhdennoy po chasti peremennykh diffuziyey, Izv. Akad. Nauk SSSR Ser. Mat. 47 (1983), 1, 189-196. (1983) MR0688921
- M. Nisio, On the existence of solution of stochastic differential equations, Osaka J. Math. 70 (1973), 185-208. (1973) MR0334328
- N. V. Krylov, Upravlyayemye processy diffuziyonnovo tipa, Nauka, Moskva 1977. (1977) MR0508417
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