Document Zbl 0424.60065

Simulation of multivariable non-linear stochastic systems. (English) Zbl 0424.60065

Int. J. Numer. Methods Eng. 14, 37-50 (1979).

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MSC:

60H10	Stochastic ordinary differential equations (aspects of stochastic analysis)
65C20	Probabilistic models, generic numerical methods in probability and statistics

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References:

[1]	Harris, Proc. IEE 125 pp 441– (1978) · doi:10.1049/piee.1978.0108
[2]	’Stability and control of flexible spacecraft with parametric excitation’, 7th World IFAC Cong., Helsinki (1978), (also Oxford Univ. Eng’. Lab. Rept. No. 1193/77).
[3]	Stochastic Problems in Dynamics (Ed. ), Pitman, London, 1977, p. 197.
[4]	Stability of Stochastic Dynamical Systems (Ed. ), in Lecture Notes in Mathematics, No. 294, Springer-Verlag, Berlin, 1972.
[5]	Stochastic Processes and Filtering Theory, Academic Press, New York, 1971.
[6]	Fuller, Int. J. Control 9 pp 603– (1969)
[7]	Stability of Stochastic Dynamical Systems (Ed. ) in Lecture Notes in Mathematics, No. 294, Springer-Verlag, 1972.
[8]	Stochastic Processes, Wiley, New York, 1962.
[9]	Mathematical Statistics, Wiley, New York, 1962. · Zbl 0173.45805
[10]	Dynamic Stability of Elastic Systems, Holden-Day, New York, 1964, p. 337.
[11]	Wright, Trans. IEEE AC-19 pp 75– (1974) · Zbl 0279.60049 · doi:10.1109/TAC.1974.1100468
[12]	Clements, Trans. IEEE AC-18 pp 676– (1973) · Zbl 0272.93011 · doi:10.1109/TAC.1973.1100444
[13]	Elements of the Theory of Markov Processes and their Applications, McGraw-Hill, New York, 1960, p. 143.

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