Previous |  Up |  Next


Title: On a simulation of the oscillation excited by a random force (English)
Author: Holický, Petr
Language: English
Journal: Kybernetika
ISSN: 0023-5954
Volume: 22
Issue: 2
Year: 1986
Pages: 176-188
Category: math
MSC: 34F05
MSC: 60H10
MSC: 65C99
MSC: 65L05
MSC: 70L05
idZBL: Zbl 0597.65067
idMR: MR849688
Date available: 2009-09-24T17:52:39Z
Last updated: 2012-06-05
Stable URL:
Reference: [1] M. F. Dimentberg: Nelineynye stokhasticheskiye zadachi mekhanicheskikh kolebaniy.Nauka, Moskva 1980, 143-147. MR 0611511
Reference: [2] W. Rumelin: Numerical Treatment of Stochastic Differential Equations.Report Nr. 12, Universitát Bremen 1980.
Reference: [3] 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. MR 0609181
Reference: [4] A. Yu. Veretennikov: O stokhasticheskikh uravneniyakh s vyrozhdennoy po chasti peremennykh diffuziyey.Izv. Akad. Nauk SSSR Ser. Mat. 47 (1983), 1, 189-196. MR 0688921
Reference: [5] M. Nisio: On the existence of solution of stochastic differential equations.Osaka J. Math. 70 (1973), 185-208. MR 0334328
Reference: [6] N. V. Krylov: Upravlyayemye processy diffuziyonnovo tipa.Nauka, Moskva 1977. MR 0508417


Files Size Format View
Kybernetika_22-1986-2_6.pdf 888.5Kb application/pdf View/Open
Back to standard record
Partner of
EuDML logo