Characteristic function equations for the state of dynamic systems with Gaussian, Poisson, and Lévy white noise

Probabilistic Engineering Mechanics

Volumn 19, Issue 4, 2004, Pages 449-461

  Grigoriu, Mircea ^a  

^a Cornell University   (United States)

Author keywords

Characteristic function; Gaussian, Poisson and L vy white noise; It 's formula; Random vibration; Stochastic integral

Indexed keywords

BROWNIAN MOVEMENT; INTEGRAL EQUATIONS; NUMERICAL METHODS; POISSON DISTRIBUTION; WHITE NOISE;

CHARACTERISTIC FUNCTIONS; ITÔ'S FORMULA; POISSON AND LÉVY WHITE NOISE; RANDOM VIBRATIONS; STOCHASTIC INTEGRALS;

GAUSSIAN NOISE (ELECTRONIC);

EID: 4644335239     PISSN: 02668920     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.probengmech.2004.05.003     Document Type: Article

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