Part of the Lecture Notes in Computer Science book series (LNCS, volume 162)
Algebraic computation of the statistics of the solution of some nonlinear stochastic differential equations
KeywordsFormal Power Series Algebraic Computation Volterra Series Volterra System Volterra Kernel
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
Unable to display preview. Download preview PDF.
- L. ARNOLD, Stochastic differential equations. Wiley, New York, 1974.Google Scholar
- J.F. BARRETT. The use of functionals in the analysis of nonlinear physical systems, J. Electron. & Contr. 15, 1963, pp. 567–615.Google Scholar
- E. BEDROSIAN and S.O. RICE. The output properties of Volterra systems (nonlinear systems with memory) driven by harmonic and Gaussian inputs. Proc. IEEE, 59, 1971, pp. 1688–1708.Google Scholar
- M. FLIESS. Fonctionnelles causales non linéaires et indéterminées non commutatives. Bull. Soc. Math. France, 109, 1981, pp. 3–40.Google Scholar
- M. FLIESS and F. LAMNABHI-LAGARRIGUE. Application of a new functional expansion to the cubic anharmonic oscillator. J. Math. Phys. 23, 1982, pp. 495–502.Google Scholar
- F. LAMNABHI-LAGARRIGUE and M. LAMNABHI. Détermination algébrique des noyaux de Volterra associés à certains systèmes non linéaires. Ricerche di Automatica, 1979, 10, pp. 17–26.Google Scholar
- F. LAMNABHI-LAGARRIGUE and M. LAMNABHI. Algebraic computation of the solution of some nonlinear differential equations. In "Computer algebra" (J. Calmet, éd.), Lect. Notes Comput. Sc. 144, Springer Verlag, Berlin, 1982, pp. 204–211.Google Scholar
- W.J. RUGH. Nonlinear system. Theor. John Hopkins, Baltimore 1981.Google Scholar
- M. SCHETZEN. The Volterra and Wiener theories of nonlinear systems. John Wiley, New York, 1980.Google Scholar
- N. WIENER. Response of a nonlinear device to noise. M.I.T. Radiation Laboratory, Cambridge, Mass. Report 129, 1942.Google Scholar
© Springer-Verlag 1983