Extension of The Stochastic Differential Calculus To Complex Processes

  • S. Caddemi
  • G. Muscolino
Conference paper
Part of the Solid Mechanics and its Applications book series (SMIA, volume 47)


In structural engineering complex processes arise to predict the first excursion failure, fatigue failure, etc. Indeed to solve these problems the envelope function, which is the modulus of a complex process, is usually introduced. In this paper the statistics of the complex response process related to the envelope statistics of linear systems subjected to parametric stationary normal white noise input are evaluated by using extensively the properties of stochastic differential calculus.


Order Moment Spectral Moment White Noise Input Envelope Process High Order Spectral 
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Copyright information

© Kluwer Academic Publishers 1996

Authors and Affiliations

  • S. Caddemi
    • 1
  • G. Muscolino
    • 2
  1. 1.Dipartimento di Ingegneria Strutturale & GeotecnicaUniversità di PalermoPalermoItaly
  2. 2.Facoltà di IngegneriaUniversità di MessinaS.AgataItaly

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