The paper "Random response to periodic excitation with correlated disturbances" by Hou et al. (J. Eng. Mech. ASCE, vol. 122, no. 11, 1996) is discussed. The importance of the Wong-Zakai corrective terms for stochastic differential equations driven by parametric Gaussian white noises is highlighted. Their effects on the response are shown by means of an example.

Random response to periodic excitation with correlated disturbances - Discussion

FLORIS, CLAUDIO;
1998-01-01

Abstract

The paper "Random response to periodic excitation with correlated disturbances" by Hou et al. (J. Eng. Mech. ASCE, vol. 122, no. 11, 1996) is discussed. The importance of the Wong-Zakai corrective terms for stochastic differential equations driven by parametric Gaussian white noises is highlighted. Their effects on the response are shown by means of an example.
1998
stochatic differential equations; parametric excitation; white noise; Wong-Zakai terms
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11311/666365
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