6533b7d2fe1ef96bd125f655
RESEARCH PRODUCT
Ito and Stratonovich integrals for delta-correlated processes
Giovanni FalsoneMario Di Paolasubject
Stochastic differential equationNuclear Energy and EngineeringGeneralizationMechanical EngineeringMathematical analysisAerospace EngineeringOcean EngineeringStatistical and Nonlinear PhysicsCondensed Matter PhysicsCivil and Structural EngineeringMathematicsParametric statisticsdescription
Abstract In this paper the generalization of the Itd and Stratonovich integrals for the case of non-linear systems excited by parametric delta-correlated processes is presented. This generalization gives a new light on the corrective coefficients in the stochastic differential equations driven by parametric delta-correlated processes. The full significance of these corrective terms is evidenced by means of some examples.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 1993-01-01 |