The Wong-Zakai theorem for dynamical systems with parametric Poisson white noise excitation

International Journal of Engineering Science

Volumn 40, Issue 10, 2002, Pages 1165-1178

  Proppe, Carsten ^a  

^a UNIVERSITY OF INNSBRUCK   (Austria)

Author keywords

Poisson white noise; Stochastic differential equations; Wong Zakai theorem

Indexed keywords

INTEGRODIFFERENTIAL EQUATIONS; MATHEMATICAL MODELS; MATHEMATICAL TRANSFORMATIONS; POISSON EQUATION; PROBABILITY DENSITY FUNCTION; RANDOM PROCESSES; WHITE NOISE;

DYNAMICAL SYSTEMS; RANDOM IMPULSE EXCITATION;

THEOREM PROVING;

EID: 0036604994     PISSN: 00207225     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0020-7225(01)00087-8     Document Type: Article

References (14)

1. Stochastic process models
2. Itô and Stratonovich integrals for delta-correlated processes
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5. Nonstationary excitation and response in linear systems treated as random impulses
6. The response of linear vibratory systems to random impulses
7. Dynamic response of linear structures to a random stream of impulses
8. Matrix calculus operations and Taylor expansions
9. On the convergence of ordinary integrals to stochastic integrals
10. On the relation between ordinary and stochastic differential equations
11. On the relation between ordinary and stochastic differential equations and applications to stochastic problems in control theory