Abstract
We prove that the amplitudes and the phases of eigenoscillations of a linear oscillating system perturbed by either a fast Markov process or a small Wiener process can be described asymptotically as a diffusion process whose generator is calculated.
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Skorokhod, A.V. On Randomly Perturbed Linear Oscillating Mechanical Systems. Ukrainian Mathematical Journal 52, 1483–1495 (2000). https://doi.org/10.1023/A:1010392421925
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DOI: https://doi.org/10.1023/A:1010392421925