Integral representations of increments of stochastic processes

Meccanica

Volumn 37, Issue 1-2, 2002, Pages 193-206

  Lutes, L D ^a  

^a TEXAS A AND M UNIVERSITY   (United States)

Author keywords

Cumulants; Moments; Non Gaussian; Nonlinear; Nonstationary; Stochastic dynamics

Indexed keywords

DIFFERENTIAL EQUATIONS; INTEGRAL EQUATIONS; LINEAR SYSTEMS; NONLINEAR SYSTEMS; VECTORS;

INTEGRAL REPRESENTATIONS; STOCHASTIC DYNAMICS;

RANDOM PROCESSES;

EID: 0036377164     PISSN: 00256455     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1019651606740     Document Type: Conference Paper

References (12)

1. Itô and Stratonovich integrals for delta-correlated processes
2. Stochastic dynamics of nonlinear systems driven by non-normal delta-correlated processes
3. Stochastic dynamics of MDOF structural systems under non-normal filtered inputs
4. Nonlinear system response for impulsive parametric input
5. State space analysis of stochastic response cumulants
6. Stochastic cumulant analysis of MDOF systems with polynomial-type nonlinearities
7. Direct derivation of response moment and cumulant equations for nonlinear stochastic problems