| 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:
|
http://hdl.handle.net/10338.dmlcz/125015 |
| . |
| 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 |
| . |
