STOCHASTIC DYNAMICS OF NONLINEAR-SYSTEMS DRIVEN BY NONNORMAL DELTA-CORRELATED PROCESSES
STOCHASTIC DYNAMICS OF NONLINEAR-SYSTEMS DRIVEN BY NONNORMAL DELTA-CORRELATED PROCESSES
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DOI：
10.1115/1.2900736
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发表时间：
1993-03-01
影响因子：
2.6
通讯作者：
FALSONE, G
中科院分区：
文献类型：
--
作者：
DIPAOLA, M;FALSONE, G
本文研究了受外部非正态和参数非正态增量相关随机激励的非线性系统。对随机微积分的一种新的解释允许首先对伊藤微分规则中存在的Wong-Zakai或Stratonovich修正项作出充分的解释。然后，扩展该规则以考虑输入的非正态分布。蒙特卡罗模拟的实验结果证实了该公式的正确性。
In this paper, nonlinear systems subjected to external and parametric non-normal delta-correlated stochastic excitations are treated. A new interpretation of the stochastic differential calculus allows first a full explanation of the presence of the Wong-Zakai or Stratonovich correction terms in the Ito's differential rule. Then this rule is extended to take into account the non-normality of the input. The validity of this formulation is confirmed by experimental results obtained by Monte Carlo simulations.